+2,533.4%
CLX vs MOD
+1,673.7%
+859.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -21.4% | +27.1% | +6.9% |
| 7D | +14.2% | -31.3% | +45.5% | +16.3% |
| 30D | +22.7% | -46.1% | +68.8% | +26.4% |
| 3M | -2.8% | -51.1% | +48.4% | +0.6% |
| 6M | +17.7% | -62.1% | +79.7% | +22.8% |
| YTD | +3.3% | -26.2% | +29.5% | +3.2% |
| 1Y | -5.6% | -32.6% | +26.9% | -5.5% |
| 3Y | -11.0% | +133.8% | -144.8% | -20.1% |
| 5Y | -27.6% | +792.8% | -820.4% | -41.5% |
| 10Y | +19.2% | +959.8% | -940.5% | -11.1% |
| All | +2,533.4% | +1,673.7% | +859.6% | +1,439.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling