+22.2%
CCL vs MOD
+748.9%
-726.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -1.8% |
| 7D | +2.6% | -25.5% | +28.1% | +10.6% |
| 30D | +13.1% | -49.0% | +62.1% | +37.3% |
| 3M | +3.3% | -49.8% | +53.1% | +25.0% |
| 6M | +8.7% | -64.8% | +73.5% | +43.9% |
| YTD | -1.6% | -27.6% | +26.1% | -0.5% |
| 1Y | +14.0% | -35.2% | +49.2% | +17.9% |
| 3Y | +145.1% | +137.1% | +8.0% | +24.7% |
| All | +22.2% | +748.9% | -726.7% | -70.3% |
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 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