+833.2%
MOD vs CLBK
+27.9%
+805.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | +16.1% | +2.5% | +13.6% | +14.7% |
| 30D | -38.5% | +3.7% | -42.2% | -39.9% |
| 3M | -46.8% | -3.3% | -43.6% | -46.1% |
| 6M | -61.6% | +29.6% | -91.2% | -67.1% |
| YTD | -20.5% | +60.3% | -80.8% | -39.6% |
| 1Y | -28.0% | +63.4% | -91.4% | -45.9% |
| 3Y | +134.9% | +53.8% | +81.1% | +79.3% |
| 5Y | +833.2% | +29.0% | +804.2% | +618.8% |
| All | +833.2% | +27.9% | +805.3% | +618.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling