+49.0%
CCL vs MXL
+209.6%
-160.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.7% | -3.1% |
| 7D | -4.4% | +19.0% | -23.4% | -6.7% |
| 30D | -18.2% | +4.5% | -22.7% | -19.1% |
| 3M | -17.7% | -1.5% | -16.2% | -20.4% |
| 6M | -13.0% | +348.6% | -361.6% | -42.6% |
| YTD | -24.5% | +310.3% | -334.7% | -49.3% |
| 1Y | -26.9% | +344.7% | -371.7% | -52.5% |
| All | +49.0% | +209.6% | -160.6% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling