+810.7%
MOD vs CRL
+354.1%
+456.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +16.1% | +8.9% | +7.2% | +12.4% |
| 30D | -38.5% | +14.0% | -52.5% | -41.1% |
| 3M | -46.8% | +19.8% | -66.7% | -50.2% |
| 6M | -61.6% | +102.0% | -163.6% | -71.3% |
| YTD | -20.5% | +70.8% | -91.4% | -37.5% |
| 1Y | -28.0% | +98.7% | -126.7% | -46.8% |
| 3Y | +134.9% | +98.2% | +36.8% | +63.7% |
| 5Y | +833.2% | -11.7% | +844.8% | +782.7% |
| All | +810.7% | +354.1% | +456.7% | +332.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling