-2.7%
MSCI vs CLX
-24.4%
+21.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.7% |
| 7D | -2.1% | -3.5% | +1.5% | -1.9% |
| 30D | -1.7% | -11.9% | +10.1% | -1.1% |
| 3M | -8.2% | -2.6% | -5.6% | -8.0% |
| 6M | -2.4% | -18.2% | +15.7% | -2.2% |
| YTD | -2.8% | -5.9% | +3.1% | -5.2% |
| 1Y | -2.7% | -23.8% | +21.2% | -0.8% |
| All | -2.7% | -24.4% | +21.7% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling