+1,652.2%
CVS vs MOD
+1,638.7%
+13.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.6% | +2.4% |
| 7D | -7.1% | -25.5% | +18.5% | -4.0% |
| 30D | -4.0% | -49.0% | +45.0% | +3.2% |
| 3M | -12.2% | -49.8% | +37.6% | -5.9% |
| 6M | -2.2% | -64.8% | +62.6% | +8.1% |
| YTD | +8.9% | -27.6% | +36.5% | +9.5% |
| 1Y | +9.9% | -35.2% | +45.1% | +11.4% |
| 3Y | +32.1% | +137.1% | -105.0% | +8.4% |
| 5Y | +5.7% | +760.3% | -754.6% | -29.0% |
| 10Y | +39.0% | +938.8% | -899.8% | -17.1% |
| All | +1,652.2% | +1,638.7% | +13.5% | +747.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling