+52.0%
CVS vs MOD
+1,005.7%
-953.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.9% | -8.2% | +0.8% |
| 7D | -3.7% | -13.9% | +10.3% | -2.4% |
| 30D | -0.3% | -41.5% | +41.2% | +4.0% |
| 3M | -10.3% | -45.7% | +35.4% | -6.1% |
| 6M | -4.6% | -61.1% | +56.5% | +2.0% |
| YTD | +10.7% | -20.5% | +31.2% | +9.7% |
| 1Y | +11.2% | -32.1% | +43.4% | +11.5% |
| 3Y | +43.0% | +146.5% | -103.4% | +19.0% |
| 5Y | +8.6% | +812.7% | -804.1% | -25.8% |
| 10Y | +52.0% | +966.8% | -914.9% | +0.1% |
| All | +52.0% | +1,005.7% | -953.8% | +0.1% |
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 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