+5,056.4%
CRM vs MOD
+306.7%
+4,749.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.2% | +16.1% | -18.3% | -5.1% |
| 30D | -8.6% | -38.5% | +29.9% | -0.9% |
| 3M | +12.7% | -46.8% | +59.6% | +24.7% |
| 6M | +27.6% | -61.6% | +89.2% | +46.7% |
| YTD | -17.3% | -20.5% | +3.2% | -20.6% |
| 1Y | -10.8% | -28.0% | +17.2% | -13.4% |
| 3Y | +3.8% | +134.9% | -131.2% | -28.6% |
| 5Y | -27.7% | +833.2% | -860.9% | -65.6% |
| 10Y | +197.3% | +834.8% | -637.5% | +14.7% |
| All | +5,056.4% | +306.7% | +4,749.6% | +2,042.8% |
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