-34.0%
CCL vs MOD
+1,079.7%
-1,113.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.2% | -10.3% |
| 7D | -1.2% | +40.4% | -41.6% | -14.2% |
| 30D | +13.1% | -14.0% | +27.1% | +14.9% |
| 3M | +3.4% | -33.3% | +36.7% | +14.3% |
| 6M | +18.7% | -51.4% | +70.1% | +43.2% |
| YTD | -2.3% | +1.6% | -3.9% | -13.7% |
| 1Y | +14.2% | +5.4% | +8.8% | -2.0% |
| 3Y | +133.6% | +191.0% | -57.4% | +11.1% |
| 5Y | +33.5% | +1,093.1% | -1,059.6% | -68.8% |
| All | -34.0% | +1,079.7% | -1,113.7% | -88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling