+3,269.5%
CLS vs MOD
+1,486.5%
+1,783.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -1.3% |
| 7D | +4.6% | +9.6% | -5.0% | +0.1% |
| 30D | -13.9% | 0.0% | -13.9% | -13.9% |
| 3M | -26.6% | -35.4% | +8.8% | -10.2% |
| 6M | +15.4% | -7.3% | +22.7% | +18.6% |
| YTD | +5.7% | +45.8% | -40.1% | -16.4% |
| 1Y | +41.1% | +43.1% | -2.0% | +12.1% |
| 3Y | +1,228.6% | +297.7% | +930.9% | +602.7% |
| All | +3,269.5% | +1,486.5% | +1,783.0% | +954.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling