+2,955.3%
CLS vs MXL
+270.5%
+2,684.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.0% | -0.4% | +4.1% |
| 7D | +12.8% | +15.5% | -2.7% | +8.4% |
| 30D | +3.8% | -11.3% | +15.1% | +6.5% |
| 3M | -14.6% | -16.1% | +1.5% | -13.9% |
| 6M | +32.2% | +323.0% | -290.8% | -23.9% |
| YTD | +11.6% | +281.5% | -269.9% | -34.2% |
| 1Y | +35.1% | +319.3% | -284.2% | -23.0% |
| 3Y | +1,312.5% | +189.4% | +1,123.2% | +723.7% |
| 5Y | +3,542.1% | +26.0% | +3,516.1% | +2,361.3% |
| 10Y | +2,944.0% | +243.5% | +2,700.5% | +1,365.7% |
| All | +2,955.3% | +270.5% | +2,684.8% | +1,187.1% |
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