-62.1%
MOD vs CP
+10.4%
-72.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.5% | -24.9% | -19.8% |
| 7D | -31.3% | +5.6% | -36.9% | -29.6% |
| 30D | -46.1% | +10.0% | -56.2% | -44.7% |
| 3M | -51.1% | +4.4% | -55.5% | -49.0% |
| 6M | -62.1% | +14.1% | -76.1% | -63.0% |
| All | -62.1% | +10.4% | -72.4% | -63.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling