+4,981.1%
CF vs MOD
+213.3%
+4,767.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -21.4% | +17.0% | -0.2% |
| 7D | -6.9% | -31.3% | +24.5% | -0.2% |
| 30D | -3.7% | -46.1% | +42.4% | +7.7% |
| 3M | -5.0% | -51.1% | +46.2% | +7.5% |
| 6M | -10.5% | -62.1% | +51.6% | +4.3% |
| YTD | +46.5% | -26.2% | +72.7% | +43.7% |
| 1Y | +34.8% | -32.6% | +67.4% | +33.3% |
| 3Y | +46.7% | +133.8% | -87.1% | -2.4% |
| 5Y | +112.0% | +792.8% | -680.7% | -6.0% |
| 10Y | +529.7% | +959.8% | -430.1% | +126.2% |
| All | +4,981.1% | +213.3% | +4,767.7% | +2,023.5% |
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