+1,082.7%
MOD vs CLBK
+27.8%
+1,055.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.5% | +28.4% | +28.1% |
| 7D | +40.4% | +0.9% | +39.5% | +39.8% |
| 30D | -14.0% | +3.4% | -17.4% | -15.9% |
| 3M | -33.3% | -4.3% | -29.1% | -32.1% |
| 6M | -51.4% | +28.4% | -79.8% | -58.2% |
| YTD | +1.6% | +59.4% | -57.8% | -22.6% |
| 1Y | +5.4% | +64.8% | -59.4% | -21.3% |
| 3Y | +191.0% | +50.6% | +140.4% | +124.2% |
| All | +1,082.7% | +27.8% | +1,055.0% | +807.8% |
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