+633.5%
MSCI vs CLX
-2.4%
+635.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +0.4% | -9.2% | +9.6% | +2.3% |
| 30D | +0.6% | -11.0% | +11.6% | +2.9% |
| 3M | -7.1% | +5.0% | -12.1% | -8.2% |
| 6M | +0.8% | -18.8% | +19.6% | +4.7% |
| YTD | +1.0% | -4.4% | +5.4% | +0.8% |
| 1Y | +4.3% | -21.9% | +26.2% | +8.8% |
| 3Y | +9.9% | -32.8% | +42.7% | +17.6% |
| 5Y | -6.8% | -34.6% | +27.8% | -1.9% |
| All | +633.5% | -2.4% | +635.9% | +574.1% |
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