+64.7%
CCI vs MOD
+920.5%
-855.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.8% |
| 7D | +3.2% | -17.8% | +21.0% | +3.6% |
| 30D | +12.2% | -43.2% | +55.4% | +14.0% |
| 3M | +23.1% | -46.0% | +69.2% | +25.3% |
| 6M | +1.3% | -62.2% | +63.5% | +3.9% |
| YTD | +4.5% | -22.8% | +27.3% | +3.3% |
| 1Y | +2.3% | -35.5% | +37.8% | +1.8% |
| 3Y | +9.8% | +128.2% | -118.4% | -2.4% |
| 5Y | -36.5% | +791.6% | -828.1% | -49.9% |
| 10Y | +64.7% | +886.3% | -821.6% | +19.5% |
| All | +64.7% | +920.5% | -855.8% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling