-26.9%
CLX vs MAS
+39.2%
-66.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +13.6% | +2.0% | +11.6% | +13.0% |
| 30D | +23.4% | +19.4% | +4.0% | +17.8% |
| 3M | -2.8% | +9.4% | -12.3% | -5.2% |
| 6M | +14.0% | +15.3% | -1.3% | +9.5% |
| YTD | +4.2% | +31.3% | -27.1% | -3.5% |
| 1Y | -1.2% | +34.9% | -36.0% | -9.0% |
| 3Y | -12.7% | +58.6% | -71.3% | -24.0% |
| All | -26.9% | +39.2% | -66.1% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling