+55.4%
CCL vs MOD
+300.6%
-245.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -1.0% |
| 7D | -5.0% | +9.6% | -14.6% | -7.5% |
| 30D | -20.3% | 0.0% | -20.4% | -20.6% |
| 3M | -15.1% | -35.4% | +20.2% | -5.7% |
| 6M | -15.1% | -7.3% | -7.8% | -16.1% |
| YTD | -21.8% | +45.8% | -67.6% | -32.5% |
| 1Y | -24.8% | +43.1% | -67.9% | -36.0% |
| All | +55.4% | +300.6% | -245.2% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling