-29.7%
MOD vs CLBK
+62.9%
-92.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +8.2% | +2.2% | +6.1% | +7.3% |
| 30D | -38.2% | +5.0% | -43.1% | -39.6% |
| 3M | -46.2% | +3.3% | -49.5% | -47.0% |
| 6M | -62.5% | +29.6% | -92.1% | -68.2% |
| YTD | -20.1% | +62.1% | -82.2% | -43.6% |
| 1Y | -29.7% | +64.3% | -94.0% | -50.3% |
| All | -29.7% | +62.9% | -92.5% | -50.3% |
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 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