+99.4%
CB vs MXL
+34.9%
+64.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | +0.3% |
| 7D | -0.5% | +19.0% | -19.5% | -0.4% |
| 30D | -3.1% | +4.5% | -7.6% | -3.0% |
| 3M | +4.2% | -1.5% | +5.7% | +4.0% |
| 6M | +4.7% | +348.6% | -343.9% | +1.9% |
| YTD | +8.8% | +310.3% | -301.4% | +6.1% |
| 1Y | +22.6% | +344.7% | -322.1% | +19.1% |
| 3Y | +70.6% | +211.2% | -140.6% | +64.2% |
| 5Y | +99.4% | +34.8% | +64.6% | +98.4% |
| All | +99.4% | +34.9% | +64.5% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling