+7,262.2%
CB vs MOD
+621.2%
+6,641.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | +0.4% |
| 7D | +2.6% | -34.2% | +36.7% | +8.4% |
| 30D | +11.2% | -51.9% | +63.1% | +22.7% |
| 3M | +5.7% | -53.0% | +58.8% | +16.5% |
| 6M | +15.9% | -66.4% | +82.3% | +32.0% |
| YTD | +20.2% | -31.5% | +51.7% | +20.6% |
| 1Y | +32.4% | -39.6% | +72.0% | +34.4% |
| 3Y | +75.5% | +116.8% | -41.3% | +32.3% |
| 5Y | +105.5% | +713.8% | -608.3% | +16.3% |
| 10Y | +258.5% | +882.7% | -624.2% | +71.5% |
| All | +7,262.2% | +621.2% | +6,641.0% | +2,524.7% |
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