+321.2%
MOD vs CRL
+38.0%
+283.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.8% |
| 7D | +9.6% | -1.0% | +10.6% | +9.9% |
| 30D | 0.0% | +10.7% | -10.6% | -3.3% |
| 3M | -35.4% | +55.3% | -90.7% | -44.9% |
| 6M | -7.3% | +60.7% | -67.9% | -22.7% |
| YTD | +45.8% | +44.6% | +1.2% | +25.0% |
| 1Y | +43.1% | +77.7% | -34.6% | +12.3% |
| All | +321.2% | +38.0% | +283.2% | +257.2% |
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 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