-89.4%
CDE vs MOD
+3,565.2%
-3,654.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.8% |
| 7D | +0.5% | +9.6% | -9.1% | -1.5% |
| 30D | +21.9% | 0.0% | +21.8% | +21.6% |
| 3M | +14.9% | -35.4% | +50.3% | +25.3% |
| 6M | -10.5% | -7.3% | -3.2% | -10.0% |
| YTD | +19.3% | +45.8% | -26.5% | +7.9% |
| 1Y | +50.8% | +43.1% | +7.7% | +36.0% |
| 3Y | +782.3% | +297.7% | +484.6% | +506.6% |
| 5Y | +191.7% | +1,478.8% | -1,287.1% | +44.0% |
| 10Y | +57.6% | +1,633.4% | -1,575.8% | -35.1% |
| All | -89.4% | +3,565.2% | -3,654.6% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling