+246.7%
CB vs MXL
+191.0%
+55.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.4% | -11.0% | -0.1% |
| 7D | -1.0% | +5.5% | -6.5% | -1.4% |
| 30D | +7.3% | -32.6% | +40.0% | +8.6% |
| 3M | +7.0% | -13.1% | +20.2% | +6.5% |
| 6M | +16.3% | -41.4% | +57.7% | +16.6% |
| YTD | +19.7% | +243.9% | -224.2% | +3.0% |
| 1Y | +27.8% | +305.1% | -277.3% | +8.1% |
| 3Y | +72.0% | +260.1% | -188.0% | +36.7% |
| 5Y | +104.9% | -12.1% | +116.9% | +90.6% |
| 10Y | +246.7% | +182.8% | +63.9% | +117.9% |
| All | +246.7% | +191.0% | +55.7% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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