+52.9%
CDE vs MOD
+920.5%
-867.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.2% | -6.5% |
| 7D | +14.0% | -17.8% | +31.9% | +17.5% |
| 30D | -10.7% | -43.2% | +32.5% | -0.7% |
| 3M | -15.8% | -46.0% | +30.3% | -5.7% |
| 6M | -17.5% | -62.2% | +44.7% | -1.4% |
| YTD | -14.1% | -22.8% | +8.7% | -11.3% |
| 1Y | +2.9% | -35.5% | +38.4% | +9.5% |
| 3Y | +625.5% | +128.2% | +497.2% | +492.9% |
| 5Y | +117.1% | +791.6% | -674.5% | +37.8% |
| 10Y | +52.9% | +886.3% | -833.4% | -3.9% |
| All | +52.9% | +920.5% | -867.6% | -3.9% |
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