+28.7%
CLX vs MOD
+915.9%
-887.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | +0.2% |
| 7D | +7.8% | +8.2% | -0.5% | +7.8% |
| 30D | +28.5% | -38.2% | +66.7% | +28.6% |
| 3M | +1.3% | -46.2% | +47.5% | +1.4% |
| 6M | +23.4% | -62.5% | +85.9% | +23.6% |
| YTD | +11.4% | -20.1% | +31.5% | +10.9% |
| 1Y | +6.9% | -29.7% | +36.6% | +6.5% |
| 3Y | -9.8% | +136.2% | -146.0% | -12.1% |
| 5Y | -22.7% | +820.4% | -843.0% | -25.9% |
| 10Y | +28.7% | +839.8% | -811.1% | +26.4% |
| All | +28.7% | +915.9% | -887.2% | +26.4% |
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 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