+238.9%
CRM vs MOD
+1,553.3%
-1,314.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | +1.4% |
| 7D | -4.4% | -2.8% | -1.7% | -4.2% |
| 30D | +28.1% | -5.1% | +33.3% | +28.6% |
| 3M | +48.8% | -30.3% | +79.1% | +53.0% |
| 6M | +28.3% | -5.6% | +33.9% | +25.9% |
| YTD | -6.0% | +41.8% | -47.8% | -13.5% |
| 1Y | +1.4% | +28.9% | -27.5% | -6.1% |
| 3Y | +11.8% | +304.1% | -292.3% | -15.8% |
| 5Y | -2.0% | +1,575.2% | -1,577.2% | -40.8% |
| All | +238.9% | +1,553.3% | -1,314.4% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling