+73.2%
CRH vs MOD
+290.9%
-217.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.7% |
| 7D | -3.6% | +3.6% | -7.2% | -4.3% |
| 30D | -10.8% | -2.6% | -8.2% | -10.5% |
| 3M | -13.5% | -33.1% | +19.7% | -6.9% |
| 6M | -15.4% | -7.5% | -7.9% | -16.3% |
| YTD | -27.6% | +39.3% | -66.9% | -35.0% |
| 1Y | -18.4% | +34.3% | -52.7% | -27.3% |
| All | +73.2% | +290.9% | -217.7% | +0.6% |
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