+43.1%
MOD vs CPB
-32.6%
+75.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +2.8% |
| 7D | +9.6% | -8.6% | +18.2% | +5.7% |
| 30D | 0.0% | -7.2% | +7.3% | -2.8% |
| 3M | -35.4% | +0.9% | -36.3% | -34.7% |
| 6M | -7.3% | -11.8% | +4.5% | -7.1% |
| YTD | +45.8% | -19.4% | +65.2% | +44.9% |
| 1Y | +43.1% | -30.4% | +73.5% | +39.8% |
| All | +43.1% | -32.6% | +75.8% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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