-41.6%
CCL vs MOD
+1,642.7%
-1,684.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -1.5% |
| 7D | -5.0% | +9.6% | -14.6% | -8.4% |
| 30D | -20.3% | 0.0% | -20.4% | -20.7% |
| 3M | -15.1% | -35.4% | +20.2% | -2.4% |
| 6M | -15.1% | -7.3% | -7.8% | -16.6% |
| YTD | -21.8% | +45.8% | -67.6% | -36.6% |
| 1Y | -24.8% | +43.1% | -67.9% | -40.3% |
| 3Y | +51.9% | +297.7% | -245.8% | -32.3% |
| 5Y | +4.0% | +1,478.8% | -1,474.7% | -76.5% |
| All | -41.6% | +1,642.7% | -1,684.3% | -90.5% |
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