+5,435.1%
CL vs MOD
+1,544.7%
+3,890.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | +0.4% |
| 7D | +5.9% | -34.2% | +40.1% | +8.4% |
| 30D | +13.8% | -51.9% | +65.6% | +18.6% |
| 3M | +6.4% | -53.0% | +59.4% | +10.8% |
| 6M | +15.6% | -66.4% | +82.0% | +22.2% |
| YTD | +27.9% | -31.5% | +59.4% | +28.1% |
| 1Y | +31.4% | -39.6% | +71.0% | +32.3% |
| 3Y | +41.4% | +116.8% | -75.4% | +24.7% |
| 5Y | +42.8% | +713.8% | -671.0% | +10.5% |
| 10Y | +79.7% | +882.7% | -803.0% | +26.7% |
| All | +5,435.1% | +1,544.7% | +3,890.4% | +2,856.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling