+732.7%
CLS vs MOD
+129.2%
+603.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -2.8% |
| 7D | -22.2% | -25.5% | +3.4% | -8.3% |
| 30D | -44.4% | -49.0% | +4.6% | -17.8% |
| 3M | -34.3% | -49.8% | +15.5% | -3.0% |
| 6M | -50.1% | -64.8% | +14.7% | -11.4% |
| YTD | -30.1% | -27.6% | -2.4% | -22.9% |
| 1Y | -39.3% | -35.2% | -4.1% | -28.5% |
| 3Y | +732.7% | +137.1% | +595.6% | +357.8% |
| All | +732.7% | +129.2% | +603.5% | +357.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling