+1,530.3%
MOD vs CLBK
+42.8%
+1,487.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | +1.2% | +8.4% | +8.9% |
| 30D | 0.0% | +9.1% | -9.1% | -4.8% |
| 3M | -35.4% | +27.7% | -63.1% | -44.1% |
| 6M | -7.3% | +40.8% | -48.1% | -24.0% |
| YTD | +45.8% | +66.4% | -20.6% | +8.7% |
| 1Y | +43.1% | +72.4% | -29.2% | +4.3% |
| 3Y | +297.7% | +50.7% | +247.0% | +205.9% |
| All | +1,530.3% | +42.8% | +1,487.5% | +1,053.3% |
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 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