-18.0%
CCL vs MXL
+270.5%
-288.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.0% | -7.3% | -2.7% |
| 7D | -0.1% | +15.5% | -15.6% | -3.6% |
| 30D | -20.0% | -11.3% | -8.7% | -18.3% |
| 3M | -13.7% | -16.1% | +2.5% | -15.4% |
| 6M | -9.0% | +323.0% | -332.0% | -49.3% |
| YTD | -22.8% | +281.5% | -304.3% | -55.9% |
| 1Y | -25.3% | +319.3% | -344.6% | -59.2% |
| 3Y | +54.1% | +189.4% | -135.3% | -18.7% |
| 5Y | +3.5% | +26.0% | -22.5% | -33.1% |
| 10Y | -41.0% | +243.5% | -284.5% | -74.2% |
| All | -18.0% | +270.5% | -288.5% | -67.3% |
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