+113.6%
MS vs CLX
-26.6%
+140.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.5% | -6.0% |
| 7D | -3.4% | +12.4% | -15.8% | -4.5% |
| 30D | -3.9% | +21.1% | -25.0% | -5.7% |
| 3M | -15.9% | -3.3% | -12.6% | -15.7% |
| 6M | -2.5% | +18.8% | -21.3% | -4.6% |
| YTD | +5.1% | +3.9% | +1.2% | +4.1% |
| 1Y | +13.0% | -3.8% | +16.8% | +12.9% |
| 3Y | +160.7% | -10.5% | +171.2% | +161.6% |
| All | +113.6% | -26.6% | +140.2% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling