+7,312.5%
CB vs MOD
+677.8%
+6,634.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.4% | +23.5% | +5.2% |
| 7D | +5.3% | -31.3% | +36.6% | +10.6% |
| 30D | +13.2% | -46.1% | +59.3% | +22.9% |
| 3M | +7.8% | -51.1% | +58.9% | +18.1% |
| 6M | +15.8% | -62.1% | +77.9% | +29.5% |
| YTD | +21.0% | -26.2% | +47.2% | +20.1% |
| 1Y | +32.2% | -32.6% | +64.7% | +32.0% |
| 3Y | +76.7% | +133.8% | -57.1% | +31.8% |
| 5Y | +110.4% | +792.8% | -682.4% | +17.4% |
| 10Y | +261.0% | +959.8% | -698.8% | +70.8% |
| All | +7,312.5% | +677.8% | +6,634.7% | +2,514.5% |
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 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