+871.5%
MOD vs CLBK
+66.9%
+804.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +6.3% | +1.1% | +5.2% | +5.5% |
| 30D | -1.7% | +7.8% | -9.4% | -6.8% |
| 3M | -30.1% | +23.9% | -54.0% | -40.4% |
| 6M | +2.7% | +42.3% | -39.6% | -20.6% |
| YTD | +44.1% | +65.4% | -21.3% | -0.1% |
| 1Y | +38.7% | +70.3% | -31.6% | -6.3% |
| 3Y | +309.8% | +54.5% | +255.3% | +188.0% |
| 5Y | +1,569.7% | +43.1% | +1,526.6% | +1,009.1% |
| All | +871.5% | +66.9% | +804.6% | +483.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling