+137.1%
MOD vs CLBK
+44.9%
+92.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.1% |
| 7D | -25.5% | +0.6% | -26.2% | -25.9% |
| 30D | -49.0% | +2.9% | -51.9% | -50.1% |
| 3M | -49.8% | +3.0% | -52.8% | -51.0% |
| 6M | -64.8% | +27.3% | -92.1% | -70.2% |
| YTD | -27.6% | +58.0% | -85.6% | -46.9% |
| 1Y | -35.2% | +62.4% | -97.6% | -53.3% |
| 3Y | +137.1% | +46.9% | +90.2% | +72.9% |
| All | +137.1% | +44.9% | +92.3% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling