+1,530.3%
MOD vs CPB
-39.5%
+1,569.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +3.6% |
| 7D | +9.6% | -8.6% | +18.2% | +7.7% |
| 30D | 0.0% | -7.2% | +7.3% | -1.3% |
| 3M | -35.4% | +0.9% | -36.3% | -35.0% |
| 6M | -7.3% | -11.8% | +4.5% | -7.7% |
| YTD | +45.8% | -19.4% | +65.2% | +43.9% |
| 1Y | +43.1% | -30.4% | +73.5% | +39.3% |
| 3Y | +297.7% | -40.2% | +337.8% | +265.8% |
| All | +1,530.3% | -39.5% | +1,569.8% | +1,382.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling