+1,767.8%
CLS vs MOD
+720.4%
+1,047.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -7.3% | -5.7% | -9.3% |
| 7D | -27.3% | -34.2% | +6.9% | -10.7% |
| 30D | -47.0% | -51.9% | +4.8% | -23.5% |
| 3M | -43.3% | -53.0% | +9.7% | -17.7% |
| 6M | -50.8% | -66.4% | +15.6% | -17.1% |
| YTD | -30.4% | -31.5% | +1.1% | -20.3% |
| 1Y | -41.7% | -39.6% | -2.1% | -28.8% |
| 3Y | +701.4% | +116.8% | +584.6% | +486.2% |
| 5Y | +1,767.8% | +713.8% | +1,054.0% | +765.3% |
| All | +1,767.8% | +720.4% | +1,047.4% | +765.3% |
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