+19.1%
CLX vs MOD
+911.6%
-892.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.5% | +0.3% |
| 7D | +13.6% | -25.5% | +39.1% | +13.6% |
| 30D | +23.4% | -49.0% | +72.4% | +23.5% |
| 3M | -2.8% | -49.8% | +47.0% | -2.8% |
| 6M | +14.0% | -64.8% | +78.8% | +14.2% |
| YTD | +4.2% | -27.6% | +31.8% | +3.7% |
| 1Y | -1.2% | -35.2% | +34.0% | -1.5% |
| 3Y | -12.7% | +137.1% | -149.8% | -15.1% |
| 5Y | -26.5% | +760.3% | -786.8% | -29.4% |
| All | +19.1% | +911.6% | -892.5% | +19.1% |
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