+820.4%
MSCI vs CLX
+29.7%
+790.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.9% | +7.8% | -9.7% | -3.4% |
| 30D | +16.5% | +28.5% | -12.1% | +10.7% |
| 3M | +18.2% | +1.3% | +16.9% | +17.6% |
| 6M | +14.0% | +23.4% | -9.4% | +8.8% |
| YTD | +16.6% | +11.4% | +5.2% | +12.7% |
| 1Y | +14.8% | +6.9% | +7.9% | +11.9% |
| 3Y | +33.3% | -9.8% | +43.0% | +33.8% |
| 5Y | +9.1% | -22.7% | +31.7% | +10.7% |
| 10Y | +820.4% | +28.7% | +791.6% | +678.1% |
| All | +820.4% | +29.7% | +790.7% | +678.1% |
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