+862.3%
MOD vs CRL
+1,379.5%
-517.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.0% |
| 7D | +9.6% | -1.0% | +10.6% | +9.9% |
| 30D | 0.0% | +10.7% | -10.6% | -4.2% |
| 3M | -35.4% | +55.3% | -90.7% | -46.9% |
| 6M | -7.3% | +60.7% | -67.9% | -25.9% |
| YTD | +45.8% | +44.6% | +1.2% | +20.4% |
| 1Y | +43.1% | +77.7% | -34.6% | +7.4% |
| 3Y | +297.7% | +37.6% | +260.0% | +215.1% |
| 5Y | +1,478.8% | -35.8% | +1,514.6% | +1,541.6% |
| 10Y | +1,633.4% | +241.7% | +1,391.6% | +727.0% |
| All | +862.3% | +1,379.5% | -517.2% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling