+895.8%
CCI vs MOD
+755.0%
+140.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.5% |
| 7D | -0.4% | +9.6% | -10.0% | -1.8% |
| 30D | +2.7% | 0.0% | +2.7% | +2.5% |
| 3M | -18.2% | -35.4% | +17.2% | -13.9% |
| 6M | -14.8% | -7.3% | -7.5% | -16.3% |
| YTD | -12.6% | +45.8% | -58.4% | -20.7% |
| 1Y | -16.7% | +43.1% | -59.9% | -25.1% |
| 3Y | -10.5% | +297.7% | -308.2% | -38.0% |
| 5Y | -51.4% | +1,478.8% | -1,530.2% | -75.2% |
| 10Y | +20.0% | +1,633.4% | -1,613.4% | -50.0% |
| All | +895.8% | +755.0% | +140.8% | +195.4% |
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