+1,628.1%
CLS vs MOD
+911.6%
+716.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -1.8% |
| 7D | -22.2% | -25.5% | +3.4% | -12.7% |
| 30D | -44.4% | -49.0% | +4.6% | -27.1% |
| 3M | -34.3% | -49.8% | +15.5% | -13.7% |
| 6M | -50.1% | -64.8% | +14.7% | -25.3% |
| YTD | -30.1% | -27.6% | -2.4% | -22.8% |
| 1Y | -39.3% | -35.2% | -4.1% | -30.0% |
| 3Y | +732.7% | +137.1% | +595.6% | +532.3% |
| 5Y | +1,777.2% | +760.3% | +1,016.9% | +826.8% |
| All | +1,628.1% | +911.6% | +716.5% | +611.4% |
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