-14.2%
CRH vs MOD
+4.9%
-19.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.7% |
| 7D | -0.6% | +6.3% | -7.0% | -1.6% |
| 30D | -9.5% | -1.7% | -7.8% | -9.3% |
| 3M | -10.4% | -30.1% | +19.7% | -4.2% |
| All | -14.2% | +4.9% | -19.1% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling