+838.1%
CLS vs MXL
+237.7%
+600.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -3.8% |
| 7D | +16.3% | +13.4% | +2.9% | +12.0% |
| 30D | -25.7% | -29.2% | +3.6% | -18.1% |
| 3M | -30.9% | -27.2% | -3.6% | -25.3% |
| 6M | -35.5% | -36.4% | +0.9% | -30.6% |
| YTD | -18.7% | +220.0% | -238.7% | -55.2% |
| 1Y | -17.9% | +304.8% | -322.7% | -58.8% |
| 3Y | +838.1% | +238.5% | +599.6% | +319.2% |
| All | +838.1% | +237.7% | +600.4% | +319.2% |
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