+147.4%
CVE vs MOD
+916.1%
-768.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -21.4% | +13.8% | -2.5% |
| 7D | -12.1% | -31.3% | +19.3% | -4.2% |
| 30D | -9.8% | -46.1% | +36.3% | +3.7% |
| 3M | -0.7% | -51.1% | +50.4% | +15.9% |
| 6M | -4.3% | -62.1% | +57.7% | +15.8% |
| YTD | +70.6% | -26.2% | +96.8% | +68.3% |
| 1Y | +73.2% | -32.6% | +105.7% | +72.5% |
| 3Y | +60.3% | +133.8% | -73.5% | -1.6% |
| 5Y | +159.3% | +792.8% | -633.4% | -8.0% |
| 10Y | +147.4% | +959.8% | -812.4% | -22.7% |
| All | +147.4% | +916.1% | -768.7% | -22.7% |
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