+10.2%
CRM vs MOD
+290.9%
-280.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.8% |
| 7D | -5.0% | +3.6% | -8.6% | -5.1% |
| 30D | +23.6% | -2.6% | +26.3% | +23.6% |
| 3M | +39.6% | -33.1% | +72.7% | +42.3% |
| 6M | +23.4% | -7.5% | +31.0% | +21.1% |
| YTD | -7.4% | +39.3% | -46.7% | -14.5% |
| 1Y | -2.3% | +34.3% | -36.6% | -10.3% |
| All | +10.2% | +290.9% | -280.6% | -25.0% |
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 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