-32.6%
MOD vs CRL
+85.3%
-117.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -7.3% | -14.2% | -19.8% |
| 7D | -31.3% | -12.8% | -18.6% | -29.2% |
| 30D | -46.1% | +5.0% | -51.1% | -45.7% |
| 3M | -51.1% | +39.4% | -90.5% | -52.5% |
| 6M | -62.1% | +89.4% | -151.4% | -65.1% |
| YTD | -26.2% | +63.6% | -89.7% | -33.9% |
| 1Y | -32.6% | +83.5% | -116.0% | -40.2% |
| All | -32.6% | +85.3% | -117.9% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling