+96.4%
CLF vs MOD
+857.0%
-760.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.3% | -5.0% | -9.6% |
| 7D | -21.0% | -34.2% | +13.2% | -8.7% |
| 30D | -8.0% | -51.9% | +43.9% | +18.6% |
| 3M | -10.9% | -53.0% | +42.1% | +15.1% |
| 6M | +5.8% | -66.4% | +72.2% | +51.0% |
| YTD | -15.1% | -31.5% | +16.4% | -8.8% |
| 1Y | +7.2% | -39.6% | +46.8% | +19.2% |
| 3Y | -34.2% | +116.8% | -151.0% | -60.4% |
| 5Y | -49.6% | +713.8% | -763.4% | -83.6% |
| All | +96.4% | +857.0% | -760.6% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling