-29.6%
CLS vs MXL
+276.5%
-306.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -11.1% | +2.1% | -6.4% |
| 7D | -21.1% | -24.3% | +3.2% | -15.6% |
| 30D | -38.2% | -46.1% | +7.9% | -29.0% |
| 3M | -36.3% | -21.8% | -14.5% | -32.9% |
| 6M | -43.8% | -27.2% | -16.6% | -41.3% |
| YTD | -20.0% | +226.2% | -246.2% | -58.4% |
| 1Y | -29.6% | +297.0% | -326.6% | -70.3% |
| All | -29.6% | +276.5% | -306.1% | -70.3% |
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 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