+3,565.2%
MOD vs CP
+7,669.4%
-4,104.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | +9.6% | -2.7% | +12.3% | +11.3% |
| 30D | 0.0% | +0.2% | -0.1% | -0.1% |
| 3M | -35.4% | +2.6% | -37.9% | -36.8% |
| 6M | -7.3% | +6.0% | -13.2% | -10.7% |
| YTD | +45.8% | +24.9% | +20.9% | +27.6% |
| 1Y | +43.1% | +20.1% | +23.0% | +28.2% |
| 3Y | +297.7% | +16.4% | +281.3% | +262.8% |
| 5Y | +1,478.8% | +31.7% | +1,447.0% | +1,232.7% |
| 10Y | +1,633.4% | +223.9% | +1,409.5% | +763.0% |
| All | +3,565.2% | +7,669.4% | -4,104.2% | +487.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling