+197.6%
CDE vs MOD
+1,517.7%
-1,320.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | +2.3% | +6.3% | -4.0% | +0.6% |
| 30D | +18.8% | -1.7% | +20.5% | +19.0% |
| 3M | +23.5% | -30.1% | +53.6% | +34.0% |
| 6M | -8.6% | +2.7% | -11.3% | -9.9% |
| YTD | +16.0% | +44.1% | -28.1% | +4.4% |
| 1Y | +42.1% | +38.7% | +3.3% | +28.1% |
| 3Y | +835.9% | +309.8% | +526.1% | +513.9% |
| 5Y | +197.6% | +1,569.7% | -1,372.1% | +35.6% |
| All | +197.6% | +1,517.7% | -1,320.1% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling