+44.5%
CIEN vs MOD
-6.2%
+50.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +27.9% | -32.4% | -18.2% |
| 7D | +15.3% | +40.4% | -25.2% | -6.2% |
| 30D | -22.0% | -14.0% | -8.0% | -16.8% |
| 3M | -36.6% | -33.3% | -3.3% | -23.1% |
| 6M | -51.5% | -51.4% | 0.0% | -32.3% |
| YTD | +20.0% | +1.6% | +18.3% | +32.7% |
| 1Y | +44.5% | +5.4% | +39.1% | +55.8% |
| All | +44.5% | -6.2% | +50.6% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling