+22.4%
CCI vs MXL
+313.4%
-290.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.2% | +2.1% |
| 7D | -0.3% | +18.9% | -19.1% | -1.0% |
| 30D | +2.2% | +0.3% | +1.9% | +2.1% |
| 3M | -16.9% | -8.0% | -8.8% | -17.6% |
| 6M | -11.5% | +341.2% | -352.8% | -21.9% |
| YTD | -12.8% | +327.8% | -340.7% | -23.0% |
| 1Y | -17.1% | +364.9% | -382.0% | -27.4% |
| 3Y | -9.6% | +229.2% | -238.9% | -22.4% |
| 5Y | -48.9% | +42.8% | -91.7% | -53.5% |
| All | +22.4% | +313.4% | -290.9% | -15.2% |
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