+98.8%
CVE vs MOD
+45.0%
+53.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.4% |
| 7D | +2.5% | +9.6% | -7.1% | +2.2% |
| 30D | +16.7% | 0.0% | +16.7% | +16.7% |
| 3M | +9.3% | -35.4% | +44.6% | +10.5% |
| 6M | +43.6% | -7.3% | +50.9% | +42.1% |
| YTD | +93.6% | +45.8% | +47.8% | +83.9% |
| 1Y | +98.8% | +43.1% | +55.6% | +84.1% |
| All | +98.8% | +45.0% | +53.8% | +84.1% |
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 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