+906.4%
MOD vs CRL
+386.8%
+519.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.8% | -2.1% | +2.6% |
| 7D | -25.5% | -6.1% | -19.5% | -23.2% |
| 30D | -49.0% | +12.4% | -61.4% | -50.9% |
| 3M | -49.8% | +27.1% | -76.9% | -54.1% |
| 6M | -64.8% | +85.7% | -150.5% | -72.8% |
| YTD | -27.6% | +69.2% | -96.8% | -42.9% |
| 1Y | -35.2% | +97.5% | -132.7% | -52.1% |
| 3Y | +137.1% | +86.1% | +51.0% | +69.4% |
| 5Y | +760.3% | -10.0% | +770.3% | +705.0% |
| All | +906.4% | +386.8% | +519.6% | +385.8% |
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