-4.7%
CLX vs MOD
+1,642.7%
-1,647.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.3% |
| 7D | -9.2% | +9.6% | -18.8% | -9.3% |
| 30D | -11.0% | 0.0% | -11.1% | -11.1% |
| 3M | +5.0% | -35.4% | +40.4% | +5.3% |
| 6M | -18.8% | -7.3% | -11.5% | -19.0% |
| YTD | -4.4% | +45.8% | -50.2% | -5.0% |
| 1Y | -21.9% | +43.1% | -65.0% | -22.3% |
| 3Y | -32.8% | +297.7% | -330.4% | -34.7% |
| 5Y | -34.6% | +1,478.8% | -1,513.3% | -37.7% |
| All | -4.7% | +1,642.7% | -1,647.4% | -10.3% |
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 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