+5,967.0%
CF vs MOD
+524.3%
+5,442.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -4.1% |
| 7D | +6.0% | +9.6% | -3.6% | +4.0% |
| 30D | +14.8% | 0.0% | +14.8% | +14.4% |
| 3M | +14.1% | -35.4% | +49.4% | +22.5% |
| 6M | +28.5% | -7.3% | +35.8% | +24.7% |
| YTD | +74.9% | +45.8% | +29.1% | +52.3% |
| 1Y | +61.7% | +43.1% | +18.5% | +38.8% |
| 3Y | +80.3% | +297.7% | -217.3% | +9.6% |
| 5Y | +226.0% | +1,478.8% | -1,252.8% | +31.8% |
| 10Y | +569.9% | +1,633.4% | -1,063.5% | +123.2% |
| All | +5,967.0% | +524.3% | +5,442.7% | +2,144.9% |
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 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