+32.1%
CL vs MOD
-33.0%
+65.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -21.4% | +24.7% | +1.9% |
| 7D | +7.7% | -31.3% | +39.0% | +5.5% |
| 30D | +15.2% | -46.1% | +61.4% | +11.9% |
| 3M | +7.3% | -51.1% | +58.5% | +3.9% |
| 6M | +17.0% | -62.1% | +79.1% | +12.3% |
| YTD | +28.0% | -26.2% | +54.2% | +23.7% |
| 1Y | +32.1% | -32.6% | +64.7% | +27.7% |
| All | +32.1% | -33.0% | +65.1% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling