+577.4%
CF vs MOD
+1,642.7%
-1,065.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -3.8% |
| 7D | +6.0% | +9.6% | -3.6% | +4.6% |
| 30D | +14.8% | 0.0% | +14.8% | +14.6% |
| 3M | +14.1% | -35.4% | +49.4% | +20.1% |
| 6M | +28.5% | -7.3% | +35.8% | +25.7% |
| YTD | +74.9% | +45.8% | +29.1% | +57.2% |
| 1Y | +61.7% | +43.1% | +18.5% | +43.7% |
| 3Y | +80.3% | +297.7% | -217.3% | +19.0% |
| 5Y | +226.0% | +1,478.8% | -1,252.8% | +47.8% |
| All | +577.4% | +1,642.7% | -1,065.3% | +145.9% |
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