+103.2%
CB vs MOD
+748.9%
-645.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -1.9% |
| 7D | +0.2% | -25.5% | +25.8% | +0.6% |
| 30D | +9.1% | -49.0% | +58.1% | +10.2% |
| 3M | +3.4% | -49.8% | +53.2% | +4.4% |
| 6M | +14.1% | -64.8% | +78.9% | +15.9% |
| YTD | +18.0% | -27.6% | +45.7% | +16.1% |
| 1Y | +30.1% | -35.2% | +65.3% | +28.4% |
| 3Y | +71.8% | +137.1% | -65.4% | +44.9% |
| All | +103.2% | +748.9% | -645.8% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling