+3,333.9%
CLS vs MSCI
+3,174.4%
+159.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -13.9% | +2.7% | -16.5% | -15.0% |
| 30D | -38.2% | +16.2% | -54.4% | -42.4% |
| 3M | -28.8% | +17.1% | -45.9% | -34.1% |
| 6M | -40.4% | +13.0% | -53.4% | -44.9% |
| YTD | -24.3% | +15.8% | -40.0% | -31.5% |
| 1Y | -35.0% | +15.5% | -50.5% | -41.2% |
| 3Y | +778.7% | +32.3% | +746.4% | +630.8% |
| 5Y | +1,884.8% | +8.2% | +1,876.7% | +1,663.6% |
| 10Y | +1,761.1% | +800.7% | +960.4% | +520.9% |
| All | +3,333.9% | +3,174.4% | +159.5% | +468.9% |
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 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