-33.5%
MOD vs CRL
+111.4%
-145.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.7% | +5.2% | +8.5% |
| 7D | -13.9% | +4.4% | -18.3% | -14.4% |
| 30D | -41.5% | +17.1% | -58.6% | -42.7% |
| 3M | -45.7% | +32.1% | -77.8% | -47.7% |
| 6M | -61.1% | +98.9% | -160.0% | -65.1% |
| YTD | -20.5% | +77.1% | -97.6% | -32.2% |
| All | -33.5% | +111.4% | -145.0% | -46.9% |
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