+99.7%
CLF vs MOD
+911.6%
-811.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | -0.4% |
| 7D | -19.6% | -25.5% | +6.0% | -11.0% |
| 30D | -5.0% | -49.0% | +44.0% | +19.9% |
| 3M | -6.3% | -49.8% | +43.5% | +18.2% |
| 6M | +2.8% | -64.8% | +67.5% | +44.2% |
| YTD | -13.7% | -27.6% | +13.9% | -9.1% |
| 1Y | +13.6% | -35.2% | +48.8% | +23.1% |
| 3Y | -34.0% | +137.1% | -171.1% | -61.6% |
| 5Y | -48.7% | +760.3% | -809.0% | -83.7% |
| All | +99.7% | +911.6% | -811.9% | -49.2% |
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 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