+6,646.7%
CB vs MOD
+1,494.5%
+5,152.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.6% |
| 7D | +0.5% | +9.6% | -9.1% | -0.9% |
| 30D | -3.1% | 0.0% | -3.1% | -3.3% |
| 3M | +9.0% | -35.4% | +44.3% | +14.7% |
| 6M | +2.9% | -7.3% | +10.1% | +1.1% |
| YTD | +10.1% | +45.8% | -35.7% | +0.1% |
| 1Y | +22.8% | +43.1% | -20.4% | +10.5% |
| 3Y | +73.8% | +297.7% | -223.9% | +21.3% |
| 5Y | +99.2% | +1,478.8% | -1,379.6% | +3.5% |
| 10Y | +218.2% | +1,633.4% | -1,415.2% | +42.3% |
| All | +6,646.7% | +1,494.5% | +5,152.2% | +2,068.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling