+696.9%
CLF vs MOD
+3,565.2%
-2,868.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.3% |
| 7D | +7.6% | +9.6% | -2.0% | +4.1% |
| 30D | -1.2% | 0.0% | -1.2% | -1.4% |
| 3M | -13.4% | -35.4% | +22.0% | -0.7% |
| 6M | +15.4% | -7.3% | +22.7% | +14.7% |
| YTD | -5.9% | +45.8% | -51.7% | -21.5% |
| 1Y | +18.8% | +43.1% | -24.3% | -1.5% |
| 3Y | -19.4% | +297.7% | -317.1% | -58.7% |
| 5Y | -47.7% | +1,478.8% | -1,526.5% | -84.8% |
| 10Y | +130.4% | +1,633.4% | -1,503.0% | -45.2% |
| All | +696.9% | +3,565.2% | -2,868.4% | +44.2% |
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 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