-12.9%
CLX vs MOD
+116.8%
-129.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +0.3% |
| 7D | +12.4% | -34.2% | +46.6% | +11.2% |
| 30D | +21.1% | -51.9% | +73.0% | +19.1% |
| 3M | -3.3% | -53.0% | +49.7% | -4.9% |
| 6M | +18.8% | -66.4% | +85.2% | +16.3% |
| YTD | +3.9% | -31.5% | +35.5% | +2.7% |
| 1Y | -3.8% | -39.6% | +35.7% | -5.0% |
| All | -12.9% | +116.8% | -129.7% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling