+124.3%
MOD vs CPB
-35.1%
+159.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -6.9% |
| 7D | -34.2% | +11.6% | -45.7% | -30.0% |
| 30D | -51.9% | +23.3% | -75.2% | -46.2% |
| 3M | -53.0% | +1.6% | -54.7% | -50.9% |
| 6M | -66.4% | +13.9% | -80.3% | -63.0% |
| YTD | -31.5% | -11.7% | -19.9% | -29.3% |
| 1Y | -39.6% | -18.2% | -21.3% | -38.8% |
| All | +124.3% | -35.1% | +159.5% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling