+383.2%
CARR vs MOD
+3,023.3%
-2,640.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.1% |
| 7D | -4.3% | -17.8% | +13.6% | -0.6% |
| 30D | -4.2% | -43.2% | +39.0% | +8.6% |
| 3M | -16.1% | -46.0% | +30.0% | -4.4% |
| 6M | -20.1% | -62.2% | +42.2% | -1.5% |
| YTD | +1.9% | -22.8% | +24.7% | +4.1% |
| 1Y | -6.1% | -35.5% | +29.4% | -0.7% |
| 3Y | +7.3% | +128.2% | -121.0% | -23.6% |
| 5Y | +4.4% | +791.6% | -787.2% | -49.2% |
| All | +383.2% | +3,023.3% | -2,640.2% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling