-33.4%
CLX vs MAGS
+188.2%
-221.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -9.2% | +0.5% | -9.8% | -9.3% |
| 30D | -11.0% | +1.5% | -12.5% | -11.1% |
| 3M | +5.0% | +0.5% | +4.6% | +5.0% |
| 6M | -18.8% | +11.6% | -30.4% | -19.3% |
| YTD | -4.4% | +5.3% | -9.7% | -4.8% |
| 1Y | -21.9% | +14.9% | -36.7% | -22.6% |
| 3Y | -32.8% | +128.9% | -161.6% | -38.8% |
| All | -33.4% | +188.2% | -221.6% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling