+5,439.0%
CL vs MOD
+1,673.7%
+3,765.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -21.4% | +24.7% | +4.6% |
| 7D | +7.7% | -31.3% | +39.0% | +10.0% |
| 30D | +15.2% | -46.1% | +61.4% | +19.3% |
| 3M | +7.3% | -51.1% | +58.5% | +11.6% |
| 6M | +17.0% | -62.1% | +79.1% | +22.8% |
| YTD | +28.0% | -26.2% | +54.2% | +27.6% |
| 1Y | +32.1% | -32.6% | +64.7% | +32.1% |
| 3Y | +41.5% | +133.8% | -92.3% | +24.2% |
| 5Y | +43.9% | +792.8% | -748.8% | +10.7% |
| 10Y | +79.8% | +959.8% | -880.0% | +26.2% |
| All | +5,439.0% | +1,673.7% | +3,765.3% | +2,844.9% |
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