+24.3%
CTVA vs MOD
-33.9%
+58.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.9% | -8.1% | +1.6% |
| 7D | +1.6% | -13.9% | +15.5% | +1.7% |
| 30D | -8.5% | -41.5% | +33.0% | -7.4% |
| 3M | +5.3% | -45.7% | +51.0% | +6.7% |
| 6M | -0.1% | -61.1% | +61.0% | +2.3% |
| YTD | +21.2% | -20.5% | +41.7% | +20.7% |
| All | +24.3% | -33.9% | +58.2% | +24.4% |
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 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