+118.4%
CDE vs MOD
+748.9%
-630.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +4.3% |
| 7D | +18.1% | -25.5% | +43.6% | +25.5% |
| 30D | -6.2% | -49.0% | +42.8% | +10.2% |
| 3M | -1.2% | -49.8% | +48.7% | +16.0% |
| 6M | -17.4% | -64.8% | +47.4% | +5.3% |
| YTD | -13.1% | -27.6% | +14.5% | -8.1% |
| 1Y | +7.3% | -35.2% | +42.5% | +15.7% |
| 3Y | +522.0% | +137.1% | +384.8% | +366.6% |
| All | +118.4% | +748.9% | -630.5% | +14.3% |
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 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