-31.2%
CCL vs MOD
+911.6%
-942.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -2.1% |
| 7D | +2.6% | -25.5% | +28.1% | +12.0% |
| 30D | +13.1% | -49.0% | +62.1% | +41.3% |
| 3M | +3.3% | -49.8% | +53.1% | +28.6% |
| 6M | +8.7% | -64.8% | +73.5% | +49.6% |
| YTD | -1.6% | -27.6% | +26.1% | +0.1% |
| 1Y | +14.0% | -35.2% | +49.2% | +18.9% |
| 3Y | +145.1% | +137.1% | +8.0% | +26.8% |
| 5Y | +21.2% | +760.3% | -739.0% | -67.3% |
| All | -31.2% | +911.6% | -942.8% | -85.9% |
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