+74.9%
CB vs MOD
+116.8%
-41.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.9% |
| 7D | +2.6% | -34.2% | +36.7% | +1.3% |
| 30D | +11.2% | -51.9% | +63.1% | +8.9% |
| 3M | +5.7% | -53.0% | +58.8% | +3.5% |
| 6M | +15.9% | -66.4% | +82.3% | +12.8% |
| YTD | +20.2% | -31.5% | +51.7% | +17.9% |
| 1Y | +32.4% | -39.6% | +72.0% | +29.8% |
| All | +74.9% | +116.8% | -41.9% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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