+1,530.3%
MOD vs CRL
-35.5%
+1,565.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -44.7% |
| 6M | -7.3% | +60.7% | -67.9% | -22.4% |
| YTD | +45.8% | +44.6% | +1.2% | +25.4% |
| 1Y | +43.1% | +77.7% | -34.6% | +13.5% |
| 3Y | +297.7% | +37.6% | +260.0% | +232.0% |
| All | +1,530.3% | -35.5% | +1,565.9% | +1,228.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling