+14.6%
CCL vs MOD
-37.3%
+51.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.6% |
| 7D | +3.1% | -25.5% | +28.7% | +8.0% |
| 30D | +13.7% | -49.0% | +62.7% | +29.8% |
| 3M | +3.8% | -49.8% | +53.6% | +18.3% |
| 6M | +9.3% | -64.8% | +74.0% | +33.4% |
| YTD | -1.1% | -27.6% | +26.6% | +0.9% |
| 1Y | +14.6% | -35.2% | +49.8% | +17.7% |
| All | +14.6% | -37.3% | +51.9% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling