+162.3%
CVE vs MOD
+1,642.7%
-1,480.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.4% |
| 7D | +2.5% | +9.6% | -7.1% | +0.2% |
| 30D | +16.7% | 0.0% | +16.7% | +16.4% |
| 3M | +9.3% | -35.4% | +44.6% | +19.5% |
| 6M | +43.6% | -7.3% | +50.9% | +39.7% |
| YTD | +93.6% | +45.8% | +47.8% | +64.8% |
| 1Y | +98.8% | +43.1% | +55.6% | +66.5% |
| 3Y | +73.6% | +297.7% | -224.1% | -4.6% |
| 5Y | +312.5% | +1,478.8% | -1,166.3% | +32.3% |
| All | +162.3% | +1,642.7% | -1,480.4% | -33.6% |
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