+124.3%
MOD vs CRL
+72.9%
+51.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.2% | -5.9% |
| 7D | -34.2% | -16.8% | -17.4% | -29.6% |
| 30D | -51.9% | +2.6% | -54.5% | -51.8% |
| 3M | -53.0% | +20.1% | -73.1% | -55.4% |
| 6M | -66.4% | +68.8% | -135.2% | -71.9% |
| YTD | -31.5% | +56.9% | -88.5% | -42.2% |
| 1Y | -39.6% | +86.7% | -126.2% | -52.3% |
| All | +124.3% | +72.9% | +51.4% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling