+18.8%
CLX vs MOD
+857.0%
-838.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +0.5% |
| 7D | +12.4% | -34.2% | +46.6% | +12.4% |
| 30D | +21.1% | -51.9% | +73.0% | +21.2% |
| 3M | -3.3% | -53.0% | +49.7% | -3.2% |
| 6M | +18.8% | -66.4% | +85.2% | +19.0% |
| YTD | +3.9% | -31.5% | +35.5% | +3.4% |
| 1Y | -3.8% | -39.6% | +35.7% | -4.2% |
| 3Y | -10.5% | +116.8% | -127.3% | -12.9% |
| 5Y | -26.7% | +713.8% | -740.5% | -29.6% |
| All | +18.8% | +857.0% | -838.1% | +18.8% |
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