-3.6%
CMI vs MOD
-30.7%
+27.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +1.5% | +16.1% | -14.6% | -3.0% |
| 30D | -14.0% | -38.5% | +24.5% | -1.8% |
| 3M | -28.3% | -46.8% | +18.5% | -15.2% |
| 6M | -34.9% | -61.6% | +26.7% | -15.6% |
| YTD | -9.9% | -20.5% | +10.7% | -1.6% |
| 1Y | -3.6% | -28.0% | +24.4% | +6.7% |
| All | -3.6% | -30.7% | +27.0% | +6.7% |
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