+732.7%
CLS vs MSCI
+33.6%
+699.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | -22.2% | +2.8% | -25.0% | -22.5% |
| 30D | -44.4% | +15.4% | -59.8% | -45.9% |
| 3M | -34.3% | +13.4% | -47.7% | -35.9% |
| 6M | -50.1% | +10.9% | -61.0% | -51.8% |
| YTD | -30.1% | +13.0% | -43.1% | -33.4% |
| 1Y | -39.3% | +12.0% | -51.4% | -42.1% |
| 3Y | +732.7% | +34.1% | +698.6% | +604.9% |
| All | +732.7% | +33.6% | +699.1% | +604.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling