+438.7%
MOD vs CLBK
+63.6%
+375.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +8.2% | +2.2% | +6.1% | +6.9% |
| 30D | -38.2% | +5.0% | -43.1% | -40.5% |
| 3M | -46.2% | +3.3% | -49.5% | -47.8% |
| 6M | -62.5% | +29.6% | -92.1% | -69.2% |
| YTD | -20.1% | +62.1% | -82.2% | -44.1% |
| 1Y | -29.7% | +64.3% | -94.0% | -51.3% |
| 3Y | +136.2% | +55.6% | +80.6% | +63.8% |
| 5Y | +820.4% | +29.3% | +791.1% | +568.8% |
| All | +438.7% | +63.6% | +375.1% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling