+63.1%
CVE vs MOD
+133.8%
-70.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -21.4% | +13.8% | -5.0% |
| 7D | -12.1% | -31.3% | +19.3% | -8.2% |
| 30D | -9.8% | -46.1% | +36.3% | -3.4% |
| 3M | -0.7% | -51.1% | +50.4% | +7.2% |
| 6M | -4.3% | -62.1% | +57.7% | +5.3% |
| YTD | +70.6% | -26.2% | +96.8% | +66.1% |
| 1Y | +73.2% | -32.6% | +105.7% | +69.6% |
| All | +63.1% | +133.8% | -70.8% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling