+60.4%
CVS vs MOD
+1,079.7%
-1,019.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +27.9% | -28.4% | -2.9% |
| 7D | +6.6% | +40.4% | -33.9% | +3.1% |
| 30D | -0.4% | -14.0% | +13.6% | +0.3% |
| 3M | -5.3% | -33.3% | +28.1% | -2.8% |
| 6M | -7.7% | -51.4% | +43.7% | -3.5% |
| YTD | +16.0% | +1.6% | +14.4% | +12.2% |
| 1Y | +16.2% | +5.4% | +10.8% | +11.7% |
| 3Y | +47.6% | +191.0% | -143.4% | +20.7% |
| 5Y | +12.3% | +1,093.1% | -1,080.8% | -25.7% |
| All | +60.4% | +1,079.7% | -1,019.2% | -1.6% |
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