+128.2%
MOD vs CLBK
+54.5%
+73.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.1% |
| 7D | -17.8% | +2.9% | -20.7% | -19.2% |
| 30D | -43.2% | +5.4% | -48.6% | -45.2% |
| 3M | -46.0% | +5.8% | -51.8% | -48.1% |
| 6M | -62.2% | +28.9% | -91.2% | -68.2% |
| YTD | -22.8% | +61.8% | -84.6% | -44.2% |
| 1Y | -35.5% | +63.1% | -98.6% | -53.6% |
| 3Y | +128.2% | +55.3% | +72.9% | +58.3% |
| All | +128.2% | +54.5% | +73.8% | +58.3% |
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 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