-49.3%
CCI vs MXL
+40.1%
-89.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.2% | +2.3% |
| 7D | -0.3% | +18.9% | -19.1% | -0.5% |
| 30D | +2.2% | +0.3% | +1.9% | +2.2% |
| 3M | -16.9% | -8.0% | -8.8% | -17.2% |
| 6M | -11.5% | +341.2% | -352.8% | -16.5% |
| YTD | -12.8% | +327.8% | -340.7% | -17.7% |
| 1Y | -17.1% | +364.9% | -382.0% | -22.0% |
| 3Y | -9.6% | +229.2% | -238.9% | -15.6% |
| All | -49.3% | +40.1% | -89.4% | -50.2% |
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 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