-39.6%
MOD vs CP
+34.3%
-73.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -6.9% |
| 7D | -34.2% | +6.1% | -40.3% | -37.3% |
| 30D | -51.9% | +9.8% | -61.6% | -55.8% |
| 3M | -53.0% | +2.7% | -55.8% | -54.1% |
| 6M | -66.4% | +12.8% | -79.1% | -71.3% |
| YTD | -31.5% | +28.2% | -59.7% | -50.7% |
| 1Y | -39.6% | +34.1% | -73.7% | -58.4% |
| All | -39.6% | +34.3% | -73.8% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling