-32.6%
MOD vs CLBK
+65.7%
-98.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.9% | -22.3% | -21.8% |
| 7D | -31.3% | +4.6% | -35.9% | -32.9% |
| 30D | -46.1% | -1.5% | -44.6% | -45.8% |
| 3M | -51.1% | +4.4% | -55.5% | -52.4% |
| 6M | -62.1% | +31.7% | -93.7% | -68.6% |
| YTD | -26.2% | +58.7% | -84.9% | -48.4% |
| 1Y | -32.6% | +64.9% | -97.4% | -53.8% |
| All | -32.6% | +65.7% | -98.3% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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