+135.8%
CVE vs MOD
+857.0%
-721.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.5% | -1.0% |
| 7D | -14.1% | -34.2% | +20.1% | -5.4% |
| 30D | -11.6% | -51.9% | +40.3% | +4.4% |
| 3M | 0.0% | -53.0% | +53.1% | +17.8% |
| 6M | -8.4% | -66.4% | +58.0% | +14.2% |
| YTD | +65.9% | -31.5% | +97.5% | +66.6% |
| 1Y | +69.4% | -39.6% | +109.0% | +73.5% |
| 3Y | +55.9% | +116.8% | -60.9% | -2.6% |
| 5Y | +146.2% | +713.8% | -567.6% | -10.5% |
| All | +135.8% | +857.0% | -721.1% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling