+173.6%
COF vs MOD
+822.6%
-649.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -5.0% | +16.1% | -21.1% | -8.8% |
| 30D | -2.3% | -38.5% | +36.3% | +9.0% |
| 3M | -12.7% | -46.8% | +34.2% | +0.3% |
| 6M | +6.2% | -61.6% | +67.8% | +29.7% |
| YTD | -19.2% | -20.5% | +1.3% | -21.2% |
| 1Y | -11.5% | -28.0% | +16.5% | -12.2% |
| 3Y | +92.8% | +134.9% | -42.1% | +20.8% |
| 5Y | +34.3% | +833.2% | -798.8% | -50.1% |
| All | +173.6% | +822.6% | -649.0% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling