+1.0%
CRM vs MOD
+25.1%
-24.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -1.0% |
| 7D | -8.1% | -3.9% | -4.2% | -8.6% |
| 30D | +23.1% | -9.6% | +32.7% | +21.5% |
| 3M | +42.5% | -30.6% | +73.1% | +37.5% |
| 6M | +25.3% | -10.9% | +36.2% | +24.2% |
| YTD | -7.8% | +34.3% | -42.1% | -6.6% |
| 1Y | +1.0% | +18.3% | -17.3% | +3.0% |
| All | +1.0% | +25.1% | -24.1% | +3.0% |
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 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