+84.9%
CL vs MOD
+920.5%
-835.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.2% |
| 7D | +2.6% | -17.8% | +20.4% | +2.7% |
| 30D | +11.8% | -43.2% | +55.0% | +12.3% |
| 3M | +5.9% | -46.0% | +51.9% | +6.4% |
| 6M | +13.3% | -62.2% | +75.6% | +14.3% |
| YTD | +27.1% | -22.8% | +49.9% | +26.3% |
| 1Y | +28.0% | -35.5% | +63.5% | +27.5% |
| 3Y | +39.4% | +128.2% | -88.8% | +30.4% |
| 5Y | +40.8% | +791.6% | -750.8% | +21.8% |
| 10Y | +84.9% | +886.3% | -801.4% | +51.0% |
| All | +84.9% | +920.5% | -835.6% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling