+1,980.9%
CLS vs MXL
-19.3%
+2,000.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -3.7% |
| 7D | +16.3% | +13.4% | +2.9% | +11.9% |
| 30D | -25.7% | -29.2% | +3.6% | -17.8% |
| 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% | -55.0% |
| 1Y | -17.9% | +304.8% | -322.7% | -58.3% |
| 3Y | +838.1% | +238.5% | +599.6% | +351.7% |
| All | +1,980.9% | -19.3% | +2,000.1% | +1,292.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling