+145.2%
CCL vs MOD
+116.8%
+28.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.3% | +1.8% | -3.8% |
| 7D | +2.6% | -34.2% | +36.8% | +12.3% |
| 30D | +11.3% | -51.9% | +63.2% | +31.8% |
| 3M | +0.3% | -53.0% | +53.3% | +18.8% |
| 6M | +16.1% | -66.4% | +82.5% | +47.4% |
| YTD | -1.6% | -31.5% | +30.0% | +1.4% |
| 1Y | +11.8% | -39.6% | +51.3% | +17.7% |
| All | +145.2% | +116.8% | +28.4% | +38.3% |
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