-36.9%
CCI vs MOD
+748.9%
-785.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -2.6% |
| 7D | -0.1% | -25.5% | +25.4% | -0.1% |
| 30D | +28.4% | -49.0% | +77.4% | +28.6% |
| 3M | +20.0% | -49.8% | +69.8% | +20.2% |
| 6M | +0.8% | -64.8% | +65.5% | +1.2% |
| YTD | +3.6% | -27.6% | +31.2% | +1.9% |
| 1Y | +6.1% | -35.2% | +41.3% | +4.5% |
| 3Y | +7.2% | +137.1% | -129.9% | -7.5% |
| All | -36.9% | +748.9% | -785.9% | -51.3% |
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