-35.9%
CLX vs MAGS
+187.7%
-223.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | -4.9% | +0.8% | -5.7% | -5.0% |
| 30D | -15.8% | +0.4% | -16.2% | -15.8% |
| 3M | -7.9% | +5.6% | -13.5% | -8.2% |
| 6M | -19.0% | +12.3% | -31.4% | -19.5% |
| YTD | -7.9% | +5.1% | -13.0% | -8.4% |
| 1Y | -25.4% | +14.0% | -39.3% | -26.0% |
| 3Y | -35.0% | +129.4% | -164.4% | -40.8% |
| All | -35.9% | +187.7% | -223.6% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling