+12.3%
CVS vs MOD
+818.0%
-805.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.4% |
| 7D | +12.0% | +8.2% | +3.7% | +11.4% |
| 30D | +2.8% | -38.2% | +40.9% | +4.8% |
| 3M | -3.6% | -46.2% | +42.6% | -1.2% |
| 6M | -1.6% | -62.5% | +60.9% | +2.0% |
| YTD | +16.3% | -20.1% | +36.4% | +15.1% |
| 1Y | +15.5% | -29.7% | +45.2% | +15.0% |
| 3Y | +48.1% | +136.2% | -88.1% | +31.5% |
| 5Y | +12.3% | +820.4% | -808.0% | -13.4% |
| All | +12.3% | +818.0% | -805.7% | -13.4% |
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