+51.6%
CDE vs MOD
+1,079.7%
-1,028.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +27.9% | -30.1% | -7.8% |
| 7D | -9.6% | +40.4% | -50.1% | -16.4% |
| 30D | -6.7% | -14.0% | +7.3% | -5.4% |
| 3M | -24.2% | -33.3% | +9.1% | -19.3% |
| 6M | -29.1% | -51.4% | +22.3% | -20.0% |
| YTD | -21.5% | +1.6% | -23.1% | -24.0% |
| 1Y | -7.4% | +5.4% | -12.8% | -11.3% |
| 3Y | +596.3% | +191.0% | +405.3% | +433.6% |
| 5Y | +95.7% | +1,093.1% | -997.4% | +14.8% |
| All | +51.6% | +1,079.7% | -1,028.0% | -16.3% |
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