+3,054.0%
CLS vs MSCI
+3,169.6%
-115.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.7% | -10.3% | -11.9% |
| 7D | -27.3% | +6.0% | -33.3% | -29.2% |
| 30D | -47.0% | +18.2% | -65.2% | -51.0% |
| 3M | -43.3% | +15.1% | -58.4% | -47.1% |
| 6M | -50.8% | +13.7% | -64.5% | -54.6% |
| YTD | -30.4% | +15.6% | -46.0% | -37.1% |
| 1Y | -41.7% | +16.3% | -58.0% | -47.5% |
| 3Y | +701.4% | +36.9% | +664.5% | +556.4% |
| 5Y | +1,767.8% | +6.3% | +1,761.4% | +1,572.2% |
| 10Y | +1,636.8% | +823.0% | +813.8% | +473.2% |
| All | +3,054.0% | +3,169.6% | -115.7% | +422.8% |
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