+13.0%
CVS vs MOD
+1,086.9%
-1,073.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +27.9% | -28.4% | -1.9% |
| 7D | +6.6% | +40.4% | -33.9% | +4.6% |
| 30D | -0.4% | -14.0% | +13.6% | -0.2% |
| 3M | -5.3% | -33.3% | +28.1% | -4.1% |
| 6M | -7.7% | -51.4% | +43.7% | -5.7% |
| YTD | +16.0% | +1.6% | +14.4% | +13.3% |
| 1Y | +16.2% | +5.4% | +10.8% | +13.2% |
| 3Y | +47.6% | +191.0% | -143.4% | +29.6% |
| All | +13.0% | +1,086.9% | -1,073.9% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling