-36.3%
CCI vs MOD
+1,086.9%
-1,123.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +27.9% | -26.6% | +1.3% |
| 7D | +2.5% | +40.4% | -37.9% | +2.6% |
| 30D | +14.4% | -14.0% | +28.4% | +14.6% |
| 3M | +21.7% | -33.3% | +55.0% | +22.0% |
| 6M | +4.0% | -51.4% | +55.4% | +4.6% |
| YTD | +6.2% | +1.6% | +4.6% | +4.5% |
| 1Y | +5.4% | +5.4% | 0.0% | +3.6% |
| 3Y | +11.7% | +191.0% | -179.3% | -2.2% |
| All | -36.3% | +1,086.9% | -1,123.2% | -50.7% |
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 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