-8.6%
COF vs MOD
-6.2%
-2.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +27.9% | -27.1% | -1.4% |
| 7D | -3.4% | +40.4% | -43.8% | -6.2% |
| 30D | +0.4% | -14.0% | +14.4% | +1.4% |
| 3M | -12.5% | -33.3% | +20.8% | -9.7% |
| 6M | +8.3% | -51.4% | +59.7% | +14.6% |
| YTD | -18.6% | +1.6% | -20.2% | -21.2% |
| 1Y | -8.6% | +5.4% | -14.0% | -12.3% |
| All | -8.6% | -6.2% | -2.5% | -12.3% |
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