+2,417.1%
MSCI vs CLX
+152.1%
+2,265.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +0.4% | -9.2% | +9.6% | +3.9% |
| 30D | +0.6% | -11.0% | +11.6% | +4.7% |
| 3M | -7.1% | +5.0% | -12.1% | -9.2% |
| 6M | +0.8% | -18.8% | +19.6% | +7.5% |
| YTD | +1.0% | -4.4% | +5.4% | +0.6% |
| 1Y | +4.3% | -21.9% | +26.2% | +12.0% |
| 3Y | +9.9% | -32.8% | +42.7% | +23.0% |
| 5Y | -6.8% | -34.6% | +27.8% | +1.7% |
| 10Y | +614.7% | -4.7% | +619.4% | +473.2% |
| All | +2,417.1% | +152.1% | +2,265.0% | +904.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling