+6,032.9%
CRM vs MOD
+656.6%
+5,376.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.8% |
| 7D | +1.3% | +9.6% | -8.3% | -0.6% |
| 30D | +34.3% | 0.0% | +34.3% | +33.9% |
| 3M | +37.7% | -35.4% | +73.1% | +46.8% |
| 6M | +34.9% | -7.3% | +42.2% | +31.1% |
| YTD | -1.6% | +45.8% | -47.4% | -14.5% |
| 1Y | +7.1% | +43.1% | -36.0% | -8.0% |
| 3Y | +19.0% | +297.7% | -278.6% | -24.9% |
| 5Y | -1.3% | +1,478.8% | -1,480.0% | -56.8% |
| 10Y | +251.2% | +1,633.4% | -1,382.2% | +21.6% |
| All | +6,032.9% | +656.6% | +5,376.3% | +2,196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling