+13.6%
CLF vs MOD
-37.3%
+50.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | -0.2% |
| 7D | -19.6% | -25.5% | +6.0% | -12.1% |
| 30D | -5.0% | -49.0% | +44.0% | +15.8% |
| 3M | -6.3% | -49.8% | +43.5% | +14.3% |
| 6M | +2.8% | -64.8% | +67.5% | +37.1% |
| YTD | -13.7% | -27.6% | +13.9% | -6.5% |
| 1Y | +13.6% | -35.2% | +48.8% | +26.9% |
| All | +13.6% | -37.3% | +50.9% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling