+4,690.6%
CLS vs MSCI
+2,756.4%
+1,934.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.6% | +0.4% | +4.2% | +4.5% |
| 30D | -13.9% | +0.6% | -14.5% | -14.1% |
| 3M | -26.6% | -7.1% | -19.5% | -25.3% |
| 6M | +15.4% | +0.8% | +14.6% | +12.4% |
| YTD | +5.7% | +1.0% | +4.7% | +2.1% |
| 1Y | +41.1% | +4.3% | +36.8% | +33.5% |
| 3Y | +1,228.6% | +9.9% | +1,218.6% | +1,106.8% |
| 5Y | +3,240.6% | -6.8% | +3,247.4% | +3,080.5% |
| 10Y | +2,760.3% | +614.7% | +2,145.7% | +962.5% |
| All | +4,690.6% | +2,756.4% | +1,934.3% | +748.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling