+5,862.8%
COF vs MOD
+890.8%
+4,972.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.8% |
| 7D | +1.8% | +9.6% | -7.8% | -1.1% |
| 30D | -0.6% | 0.0% | -0.6% | -0.9% |
| 3M | +20.3% | -35.4% | +55.7% | +34.8% |
| 6M | +13.0% | -7.3% | +20.3% | +10.2% |
| YTD | -8.3% | +45.8% | -54.1% | -24.1% |
| 1Y | -1.5% | +43.1% | -44.6% | -19.7% |
| 3Y | +122.3% | +297.7% | -175.4% | +14.2% |
| 5Y | +52.5% | +1,478.8% | -1,426.3% | -54.5% |
| 10Y | +264.9% | +1,633.4% | -1,368.5% | -15.2% |
| All | +5,862.8% | +890.8% | +4,972.0% | +823.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling