+208.1%
COF vs MOD
+1,005.7%
-797.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.9% | -11.5% | -4.1% |
| 7D | -5.8% | -13.9% | +8.2% | -3.2% |
| 30D | -0.3% | -41.5% | +41.2% | +12.5% |
| 3M | -8.5% | -45.7% | +37.2% | +4.6% |
| 6M | +5.6% | -61.1% | +66.7% | +28.5% |
| YTD | -17.1% | -20.5% | +3.4% | -19.2% |
| 1Y | -7.4% | -32.1% | +24.7% | -6.7% |
| 3Y | +99.1% | +146.5% | -47.4% | +22.8% |
| 5Y | +39.5% | +812.7% | -773.2% | -47.9% |
| 10Y | +208.1% | +966.8% | -758.7% | -10.8% |
| All | +208.1% | +1,005.7% | -797.6% | -10.8% |
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 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