+31.4%
CL vs MOD
-37.4%
+68.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | -0.5% |
| 7D | +5.9% | -34.2% | +40.1% | +3.5% |
| 30D | +13.8% | -51.9% | +65.6% | +9.7% |
| 3M | +6.4% | -53.0% | +59.4% | +2.6% |
| 6M | +15.6% | -66.4% | +82.0% | +10.6% |
| YTD | +27.9% | -31.5% | +59.4% | +23.0% |
| 1Y | +31.4% | -39.6% | +71.0% | +26.3% |
| All | +31.4% | -37.4% | +68.8% | +26.3% |
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 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