+1.4%
CCL vs MOD
+1,486.5%
-1,485.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -1.3% |
| 7D | -5.0% | +9.6% | -14.6% | -8.0% |
| 30D | -20.3% | 0.0% | -20.4% | -20.6% |
| 3M | -15.1% | -35.4% | +20.2% | -3.7% |
| 6M | -15.1% | -7.3% | -7.8% | -16.5% |
| YTD | -21.8% | +45.8% | -67.6% | -35.2% |
| 1Y | -24.8% | +43.1% | -67.9% | -38.9% |
| 3Y | +51.9% | +297.7% | -245.8% | -31.9% |
| All | +1.4% | +1,486.5% | -1,485.1% | -80.3% |
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