-1.3%
COF vs MOD
+40.7%
-42.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.5% |
| 7D | +1.2% | +6.3% | -5.1% | +0.6% |
| 30D | -1.4% | -1.7% | +0.3% | -1.3% |
| 3M | +19.0% | -30.1% | +49.1% | +22.9% |
| 6M | +14.9% | +2.7% | +12.2% | +11.8% |
| YTD | -10.7% | +44.1% | -54.8% | -16.3% |
| 1Y | -1.3% | +38.7% | -40.0% | -8.2% |
| All | -1.3% | +40.7% | -42.0% | -8.2% |
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