+231.7%
CTVA vs MOD
+1,323.0%
-1,091.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.5% |
| 7D | +4.9% | +9.6% | -4.6% | +3.5% |
| 30D | +11.9% | 0.0% | +11.9% | +11.7% |
| 3M | +13.7% | -35.4% | +49.0% | +20.0% |
| 6M | +13.1% | -7.3% | +20.4% | +11.5% |
| YTD | +32.0% | +45.8% | -13.8% | +19.9% |
| 1Y | +22.1% | +43.1% | -21.1% | +9.8% |
| 3Y | +77.5% | +297.7% | -220.2% | +21.1% |
| 5Y | +106.3% | +1,478.8% | -1,372.5% | -1.1% |
| All | +231.7% | +1,323.0% | -1,091.3% | +25.1% |
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