+5.6%
MSCI vs CLX
-20.8%
+26.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +1.1% |
| 7D | +3.0% | +9.5% | -6.5% | +1.4% |
| 30D | +17.8% | +30.7% | -12.9% | +12.7% |
| 3M | +15.2% | +4.2% | +11.0% | +14.0% |
| 6M | +16.5% | +22.1% | -5.6% | +12.3% |
| YTD | +16.4% | +14.1% | +2.3% | +12.5% |
| 1Y | +16.8% | +10.3% | +6.5% | +13.6% |
| 3Y | +35.8% | -7.8% | +43.6% | +35.9% |
| All | +5.6% | -20.8% | +26.5% | +1.7% |
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