+15.6%
CL vs MOD
-65.4%
+81.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | -1.2% |
| 7D | +5.9% | -34.2% | +40.1% | 0.0% |
| 30D | +13.8% | -51.9% | +65.6% | +3.3% |
| 3M | +6.4% | -53.0% | +59.4% | -3.4% |
| 6M | +15.6% | -66.4% | +82.0% | +0.4% |
| All | +15.6% | -65.4% | +81.0% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling