-20.6%
CLX vs MAGS
+184.9%
-205.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +9.5% | +1.7% | +7.8% | +9.4% |
| 30D | +30.7% | -5.8% | +36.5% | +31.0% |
| 3M | +4.2% | +0.2% | +4.0% | +4.1% |
| 6M | +22.1% | -2.7% | +24.8% | +22.1% |
| YTD | +14.1% | +4.1% | +10.0% | +13.5% |
| 1Y | +10.3% | +7.5% | +2.8% | +9.7% |
| 3Y | -7.8% | +122.0% | -129.8% | -15.9% |
| All | -20.6% | +184.9% | -205.5% | -29.5% |
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