-22.6%
CLX vs MOD
+1,086.9%
-1,109.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +27.9% | -26.7% | +0.8% |
| 7D | +9.5% | +40.4% | -30.9% | +9.0% |
| 30D | +30.7% | -14.0% | +44.7% | +30.8% |
| 3M | +4.2% | -33.3% | +37.6% | +4.8% |
| 6M | +22.1% | -51.4% | +73.5% | +23.3% |
| YTD | +14.1% | +1.6% | +12.5% | +12.3% |
| 1Y | +10.3% | +5.4% | +4.9% | +8.4% |
| 3Y | -7.8% | +191.0% | -198.8% | -19.0% |
| All | -22.6% | +1,086.9% | -1,109.5% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling