+74.9%
CB vs MXL
+237.7%
-162.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +0.9% |
| 7D | +2.9% | +13.4% | -10.5% | +3.5% |
| 30D | +7.3% | -29.2% | +36.5% | +6.4% |
| 3M | +9.4% | -27.2% | +36.6% | +8.9% |
| 6M | +19.6% | -36.4% | +56.1% | +19.3% |
| YTD | +21.5% | +220.0% | -198.5% | +25.2% |
| 1Y | +28.0% | +304.8% | -276.8% | +32.2% |
| 3Y | +74.9% | +238.5% | -163.6% | +89.1% |
| All | +74.9% | +237.7% | -162.8% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling