-1.8%
CARR vs MOD
-33.0%
+31.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -21.4% | +22.0% | +5.4% |
| 7D | -0.7% | -31.3% | +30.7% | +7.7% |
| 30D | +0.3% | -46.1% | +46.4% | +15.3% |
| 3M | -14.9% | -51.1% | +36.2% | -0.3% |
| 6M | -14.9% | -62.1% | +47.2% | +5.5% |
| YTD | +7.0% | -26.2% | +33.2% | +16.3% |
| 1Y | -1.8% | -32.6% | +30.8% | +7.8% |
| All | -1.8% | -33.0% | +31.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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