+810.2%
MS vs CLX
-4.4%
+814.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +1.4% | -9.2% | +10.6% | +2.3% |
| 30D | -0.3% | -11.0% | +10.8% | +0.8% |
| 3M | +0.3% | +5.0% | -4.7% | -0.4% |
| 6M | +31.3% | -18.8% | +50.2% | +33.7% |
| YTD | +24.7% | -4.4% | +29.1% | +24.6% |
| 1Y | +47.9% | -21.9% | +69.8% | +51.0% |
| 3Y | +178.3% | -32.8% | +211.1% | +187.6% |
| 5Y | +144.9% | -34.6% | +179.4% | +150.4% |
| All | +810.2% | -4.4% | +814.7% | +787.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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