+22.8%
CCL vs MOD
+748.9%
-726.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -1.3% |
| 7D | +3.1% | -25.5% | +28.7% | +11.2% |
| 30D | +13.7% | -49.0% | +62.7% | +38.0% |
| 3M | +3.8% | -49.8% | +53.6% | +25.7% |
| 6M | +9.3% | -64.8% | +74.0% | +44.7% |
| YTD | -1.1% | -27.6% | +26.6% | 0.0% |
| 1Y | +14.6% | -35.2% | +49.8% | +18.5% |
| 3Y | +146.4% | +137.1% | +9.3% | +25.4% |
| All | +22.8% | +748.9% | -726.1% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling