+21.9%
CCL vs MXL
+276.5%
-254.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -11.1% | +18.4% | +7.8% |
| 7D | +11.6% | -24.3% | +36.0% | +13.2% |
| 30D | +22.5% | -46.1% | +68.6% | +26.5% |
| 3M | +6.4% | -21.8% | +28.2% | +7.2% |
| 6M | +23.4% | -27.2% | +50.6% | +22.9% |
| YTD | +4.2% | +226.2% | -222.0% | -23.1% |
| 1Y | +21.9% | +297.0% | -275.1% | -14.8% |
| All | +21.9% | +276.5% | -254.6% | -14.8% |
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