+1,042.5%
CCL vs MOD
+1,544.7%
-502.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.3% | +1.8% | -3.5% |
| 7D | +2.6% | -34.2% | +36.8% | +13.5% |
| 30D | +11.3% | -51.9% | +63.2% | +33.9% |
| 3M | +0.3% | -53.0% | +53.3% | +20.7% |
| 6M | +16.1% | -66.4% | +82.5% | +50.0% |
| YTD | -1.6% | -31.5% | +30.0% | +2.7% |
| 1Y | +11.8% | -39.6% | +51.3% | +19.4% |
| 3Y | +139.6% | +116.8% | +22.7% | +64.0% |
| 5Y | +21.3% | +713.8% | -692.5% | -44.5% |
| 10Y | -29.8% | +882.7% | -912.5% | -72.5% |
| All | +1,042.5% | +1,544.7% | -502.2% | +187.6% |
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