-33.5%
MOD vs CP
+33.1%
-66.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +8.7% |
| 7D | -13.9% | +2.8% | -16.7% | -15.8% |
| 30D | -41.5% | +11.3% | -52.9% | -46.8% |
| 3M | -45.7% | +2.9% | -48.6% | -46.9% |
| 6M | -61.1% | +9.8% | -70.9% | -65.5% |
| YTD | -20.5% | +28.5% | -49.0% | -42.9% |
| All | -33.5% | +33.1% | -66.7% | -53.5% |
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