-37.2%
CLX vs MAGS
+190.0%
-227.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.2% |
| 7D | -5.7% | +0.6% | -6.3% | -5.7% |
| 30D | -17.0% | +3.2% | -20.2% | -17.2% |
| 3M | -9.7% | +7.7% | -17.4% | -10.0% |
| 6M | -19.8% | +12.5% | -32.3% | -20.3% |
| YTD | -9.8% | +6.0% | -15.8% | -10.3% |
| 1Y | -26.2% | +14.4% | -40.6% | -26.8% |
| 3Y | -36.2% | +127.5% | -163.7% | -41.9% |
| All | -37.2% | +190.0% | -227.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling