+5.6%
CDE vs MOD
-33.0%
+38.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -21.4% | +30.2% | +14.3% |
| 7D | +1.1% | -31.3% | +32.4% | +11.0% |
| 30D | -14.5% | -46.1% | +31.6% | +1.1% |
| 3M | -10.1% | -51.1% | +41.1% | +8.8% |
| 6M | -16.9% | -62.1% | +45.2% | +8.1% |
| YTD | -18.1% | -26.2% | +8.0% | -3.6% |
| 1Y | +5.6% | -32.6% | +38.2% | +25.1% |
| All | +5.6% | -33.0% | +38.6% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling