-8.5%
COF vs MOD
-33.9%
+25.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.9% | -11.5% | -2.5% |
| 7D | -5.8% | -13.9% | +8.2% | -4.8% |
| 30D | -0.3% | -41.5% | +41.2% | +4.3% |
| 3M | -8.5% | -45.7% | +37.2% | -3.7% |
| 6M | +5.6% | -61.1% | +66.7% | +13.9% |
| YTD | -17.1% | -20.5% | +3.4% | -18.2% |
| All | -8.5% | -33.9% | +25.4% | -8.0% |
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