-4.7%
CLX vs MAS
+137.9%
-142.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.7% |
| 7D | -9.2% | -0.8% | -8.5% | -9.1% |
| 30D | -11.0% | -5.6% | -5.5% | -10.0% |
| 3M | +5.0% | +4.4% | +0.6% | +3.9% |
| 6M | -18.8% | +7.2% | -26.0% | -20.4% |
| YTD | -4.4% | +16.1% | -20.5% | -8.0% |
| 1Y | -21.9% | +0.1% | -21.9% | -22.6% |
| 3Y | -32.8% | +28.3% | -61.1% | -37.5% |
| 5Y | -34.6% | +30.5% | -65.0% | -40.4% |
| All | -4.7% | +137.9% | -142.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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