+125.9%
MS vs CLX
-22.3%
+148.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -1.7% | +7.8% | -9.5% | -2.5% |
| 30D | +0.9% | +28.5% | -27.6% | -1.6% |
| 3M | -10.8% | +1.3% | -12.2% | -11.1% |
| 6M | +0.9% | +23.4% | -22.5% | -1.7% |
| YTD | +9.8% | +11.4% | -1.6% | +7.9% |
| 1Y | +17.1% | +6.9% | +10.2% | +15.7% |
| 3Y | +175.7% | -9.8% | +185.5% | +177.3% |
| 5Y | +125.9% | -22.7% | +148.5% | +122.1% |
| All | +125.9% | -22.3% | +148.2% | +122.1% |
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 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