+112.0%
CF vs MOD
+780.0%
-668.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -21.4% | +17.0% | -3.9% |
| 7D | -6.9% | -31.3% | +24.5% | -6.2% |
| 30D | -3.7% | -46.1% | +42.4% | -2.5% |
| 3M | -5.0% | -51.1% | +46.2% | -3.6% |
| 6M | -10.5% | -62.1% | +51.6% | -8.7% |
| YTD | +46.5% | -26.2% | +72.7% | +42.7% |
| 1Y | +34.8% | -32.6% | +67.4% | +31.6% |
| 3Y | +46.7% | +133.8% | -87.1% | +24.0% |
| 5Y | +112.0% | +792.8% | -680.7% | +71.9% |
| All | +112.0% | +780.0% | -668.0% | +71.9% |
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 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