+227.8%
CCI vs MXL
+270.5%
-42.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.8% | -0.1% |
| 7D | +0.2% | +15.5% | -15.3% | -0.6% |
| 30D | +0.5% | -11.3% | +11.8% | +1.0% |
| 3M | -16.3% | -16.1% | -0.2% | -16.8% |
| 6M | -13.9% | +323.0% | -337.0% | -25.7% |
| YTD | -12.4% | +281.5% | -294.0% | -24.0% |
| 1Y | -15.2% | +319.3% | -334.5% | -27.2% |
| 3Y | -9.9% | +189.4% | -199.3% | -24.2% |
| 5Y | -50.8% | +26.0% | -76.8% | -56.4% |
| 10Y | +18.3% | +243.5% | -225.2% | -12.6% |
| All | +227.8% | +270.5% | -42.6% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling