-29.7%
MOD vs CRL
+101.9%
-131.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | +8.2% | +5.0% | +3.2% | +6.8% |
| 30D | -38.2% | +13.5% | -51.7% | -38.8% |
| 3M | -46.2% | +21.5% | -67.7% | -47.4% |
| 6M | -62.5% | +103.4% | -166.0% | -66.9% |
| YTD | -20.1% | +71.8% | -91.9% | -31.6% |
| 1Y | -29.7% | +97.5% | -127.2% | -44.9% |
| All | -29.7% | +101.9% | -131.6% | -44.9% |
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