+3.1%
CRM vs MOD
+201.5%
-198.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +27.9% | -27.7% | -0.7% |
| 7D | +2.0% | +40.4% | -38.5% | +0.8% |
| 30D | -7.7% | -14.0% | +6.3% | -7.4% |
| 3M | +8.4% | -33.3% | +41.7% | +9.7% |
| 6M | +31.9% | -51.4% | +83.3% | +35.1% |
| YTD | -17.2% | +1.6% | -18.8% | -22.6% |
| 1Y | -8.6% | +5.4% | -14.0% | -15.5% |
| 3Y | +3.1% | +191.0% | -187.9% | -20.9% |
| All | +3.1% | +201.5% | -198.3% | -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 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