+848.2%
CLS vs MSCI
+34.4%
+813.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.4% |
| 7D | +2.8% | -1.9% | +4.6% | +3.1% |
| 30D | -30.1% | +16.5% | -46.6% | -31.9% |
| 3M | -21.7% | +18.2% | -39.9% | -24.1% |
| 6M | -36.2% | +14.0% | -50.2% | -38.6% |
| YTD | -17.8% | +16.6% | -34.4% | -22.1% |
| 1Y | -26.8% | +14.8% | -41.6% | -30.1% |
| All | +848.2% | +34.4% | +813.8% | +708.1% |
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