-21.2%
CRCL vs MOD
+34.0%
-55.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.8% |
| 7D | +4.9% | +3.6% | +1.3% | +4.4% |
| 30D | +38.7% | -2.6% | +41.3% | +39.3% |
| 3M | +14.7% | -33.1% | +47.8% | +19.7% |
| 6M | -16.9% | -7.5% | -9.3% | -16.6% |
| YTD | +17.3% | +39.3% | -22.0% | +5.7% |
| 1Y | -21.2% | +34.3% | -55.4% | -23.8% |
| All | -21.2% | +34.0% | -55.2% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling