+52.7%
CI vs MOD
+796.3%
-743.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.5% |
| 7D | +2.6% | -17.8% | +20.4% | +2.5% |
| 30D | +7.3% | -43.2% | +50.6% | +7.1% |
| 3M | +9.5% | -46.0% | +55.5% | +9.3% |
| 6M | +6.4% | -62.2% | +68.7% | +6.3% |
| YTD | +12.0% | -22.8% | +34.8% | +11.0% |
| 1Y | +20.1% | -35.5% | +55.6% | +19.1% |
| 3Y | +9.6% | +128.2% | -118.7% | 0.0% |
| 5Y | +52.7% | +791.6% | -738.9% | +26.6% |
| All | +52.7% | +796.3% | -743.5% | +26.6% |
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