+5,381.3%
COF vs MOD
+374.8%
+5,006.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -2.7% |
| 7D | -1.5% | -25.5% | +24.1% | +6.7% |
| 30D | +3.0% | -49.0% | +52.0% | +24.8% |
| 3M | -7.9% | -49.8% | +41.9% | +11.0% |
| 6M | +5.2% | -64.8% | +70.0% | +37.4% |
| YTD | -15.7% | -27.6% | +11.9% | -15.2% |
| 1Y | -5.5% | -35.2% | +29.7% | -2.8% |
| 3Y | +100.5% | +137.1% | -36.6% | +18.8% |
| 5Y | +42.3% | +760.3% | -717.9% | -49.9% |
| 10Y | +228.7% | +938.8% | -710.1% | -12.7% |
| All | +5,381.3% | +374.8% | +5,006.5% | +938.3% |
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 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