+728.5%
CLS vs MOD
+116.8%
+611.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -7.3% | -5.7% | -8.7% |
| 7D | -27.3% | -34.2% | +6.9% | -7.8% |
| 30D | -47.0% | -51.9% | +4.8% | -19.0% |
| 3M | -43.3% | -53.0% | +9.7% | -12.8% |
| 6M | -50.8% | -66.4% | +15.6% | -10.1% |
| YTD | -30.4% | -31.5% | +1.1% | -20.6% |
| 1Y | -41.7% | -39.6% | -2.1% | -28.2% |
| All | +728.5% | +116.8% | +611.7% | +371.2% |
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 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