+40.7%
CL vs MOD
+116.8%
-76.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | -0.5% |
| 7D | +5.9% | -34.2% | +40.1% | +3.7% |
| 30D | +13.8% | -51.9% | +65.6% | +9.9% |
| 3M | +6.4% | -53.0% | +59.4% | +2.8% |
| 6M | +15.6% | -66.4% | +82.0% | +10.5% |
| YTD | +27.9% | -31.5% | +59.4% | +26.3% |
| 1Y | +31.4% | -39.6% | +71.0% | +29.3% |
| All | +40.7% | +116.8% | -76.2% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling