+807.8%
CCL vs MOD
+3,565.2%
-2,757.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -1.1% |
| 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% | -5.8% |
| 6M | -15.1% | -7.3% | -7.8% | -15.8% |
| YTD | -21.8% | +45.8% | -67.6% | -32.4% |
| 1Y | -24.8% | +43.1% | -67.9% | -35.8% |
| 3Y | +51.9% | +297.7% | -245.8% | -10.5% |
| 5Y | +4.0% | +1,478.8% | -1,474.7% | -59.6% |
| 10Y | -42.2% | +1,633.4% | -1,675.6% | -80.5% |
| All | +807.8% | +3,565.2% | -2,757.5% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling