+58.2%
CDE vs MOD
+1,486.8%
-1,428.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +5.0% | +2.3% |
| 7D | -2.0% | +3.6% | -5.6% | -2.7% |
| 30D | +15.7% | -2.6% | +18.3% | +16.1% |
| 3M | +30.5% | -33.1% | +63.7% | +40.4% |
| 6M | -7.4% | -7.5% | +0.1% | -6.5% |
| YTD | +17.9% | +39.3% | -21.4% | +9.3% |
| 1Y | +46.7% | +34.3% | +12.5% | +36.2% |
| 3Y | +851.3% | +296.2% | +555.1% | +601.6% |
| 5Y | +202.9% | +1,504.6% | -1,301.6% | +74.1% |
| 10Y | +58.2% | +1,511.5% | -1,453.3% | -11.3% |
| All | +58.2% | +1,486.8% | -1,428.6% | -11.3% |
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 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