-24.8%
CCL vs MXL
+316.6%
-341.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.2% |
| 7D | -5.0% | +1.6% | -6.7% | -5.2% |
| 30D | -20.3% | -7.0% | -13.3% | -20.1% |
| 3M | -15.1% | -33.4% | +18.3% | -14.4% |
| 6M | -15.1% | +260.2% | -275.3% | -37.8% |
| YTD | -21.8% | +260.0% | -281.7% | -43.0% |
| 1Y | -24.8% | +303.5% | -328.3% | -47.6% |
| All | -24.8% | +316.6% | -341.4% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling