+772.3%
MSCI vs CLX
+20.0%
+752.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.3% |
| 7D | +2.8% | +13.6% | -10.8% | +0.2% |
| 30D | +15.4% | +23.4% | -7.9% | +10.7% |
| 3M | +13.4% | -2.8% | +16.3% | +13.8% |
| 6M | +10.9% | +14.0% | -3.1% | +7.5% |
| YTD | +13.0% | +4.2% | +8.8% | +10.7% |
| 1Y | +12.0% | -1.2% | +13.2% | +11.0% |
| 3Y | +34.1% | -12.7% | +46.8% | +35.4% |
| 5Y | +3.9% | -26.5% | +30.4% | +6.5% |
| All | +772.3% | +20.0% | +752.3% | +661.0% |
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