+117.4%
CMI vs MOD
+129.2%
-11.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -1.1% |
| 7D | -10.0% | -25.5% | +15.5% | -3.8% |
| 30D | -13.0% | -49.0% | +36.0% | +1.6% |
| 3M | -29.9% | -49.8% | +20.0% | -18.2% |
| 6M | -36.7% | -64.8% | +28.1% | -20.2% |
| YTD | -10.9% | -27.6% | +16.7% | -4.8% |
| 1Y | -1.3% | -35.2% | +33.9% | +7.3% |
| 3Y | +117.4% | +137.1% | -19.7% | +70.7% |
| All | +117.4% | +129.2% | -11.8% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling