-30.8%
CCL vs MOD
+911.6%
-942.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -1.6% |
| 7D | +3.1% | -25.5% | +28.7% | +12.6% |
| 30D | +13.7% | -49.0% | +62.7% | +42.0% |
| 3M | +3.8% | -49.8% | +53.6% | +29.3% |
| 6M | +9.3% | -64.8% | +74.0% | +50.4% |
| YTD | -1.1% | -27.6% | +26.6% | +0.6% |
| 1Y | +14.6% | -35.2% | +49.8% | +19.5% |
| 3Y | +146.4% | +137.1% | +9.3% | +27.5% |
| 5Y | +21.9% | +760.3% | -738.4% | -67.1% |
| All | -30.8% | +911.6% | -942.4% | -85.8% |
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 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