-35.2%
MOD vs CP
+32.2%
-67.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.7% |
| 7D | -25.5% | +2.8% | -28.3% | -27.5% |
| 30D | -49.0% | +10.2% | -59.2% | -53.6% |
| 3M | -49.8% | +2.4% | -52.2% | -51.2% |
| 6M | -64.8% | +7.7% | -72.4% | -68.4% |
| YTD | -27.6% | +26.0% | -53.6% | -47.6% |
| 1Y | -35.2% | +34.6% | -69.8% | -56.0% |
| All | -35.2% | +32.2% | -67.4% | -56.0% |
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