-4.9%
CMI vs MOD
-35.8%
+31.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.8% |
| 7D | -9.3% | -17.8% | +8.6% | -4.6% |
| 30D | -13.2% | -43.2% | +30.0% | +1.4% |
| 3M | -28.2% | -46.0% | +17.9% | -15.5% |
| 6M | -32.7% | -62.2% | +29.5% | -12.4% |
| YTD | -10.1% | -22.8% | +12.7% | -1.1% |
| 1Y | -4.9% | -35.5% | +30.6% | +8.5% |
| All | -4.9% | -35.8% | +31.0% | +8.5% |
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 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