-6.1%
CARR vs MOD
-35.8%
+29.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.1% |
| 7D | -4.3% | -17.8% | +13.6% | -0.7% |
| 30D | -4.2% | -43.2% | +39.0% | +8.8% |
| 3M | -16.1% | -46.0% | +30.0% | -4.2% |
| 6M | -20.1% | -62.2% | +42.2% | -0.6% |
| YTD | +1.9% | -22.8% | +24.7% | +9.4% |
| 1Y | -6.1% | -35.5% | +29.4% | +2.7% |
| All | -6.1% | -35.8% | +29.8% | +2.7% |
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