+57.2%
CVS vs MOD
+920.5%
-863.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +4.7% |
| 7D | -2.6% | -17.8% | +15.2% | -1.0% |
| 30D | +4.0% | -43.2% | +47.3% | +8.8% |
| 3M | -6.3% | -46.0% | +39.7% | -1.9% |
| 6M | -0.4% | -62.2% | +61.9% | +6.7% |
| YTD | +15.6% | -22.8% | +38.4% | +14.9% |
| 1Y | +18.3% | -35.5% | +53.8% | +19.1% |
| 3Y | +47.3% | +128.2% | -81.0% | +23.5% |
| 5Y | +13.2% | +791.6% | -778.4% | -22.6% |
| 10Y | +57.2% | +886.3% | -829.1% | +1.3% |
| All | +57.2% | +920.5% | -863.3% | +1.3% |
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