-5.6%
CAG vs MOD
-33.0%
+27.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -21.4% | +27.4% | +3.7% |
| 7D | +9.7% | -31.3% | +41.0% | +6.2% |
| 30D | +15.8% | -46.1% | +61.9% | +10.5% |
| 3M | +1.8% | -51.1% | +52.9% | -3.2% |
| 6M | +11.5% | -62.1% | +73.6% | +4.5% |
| YTD | -6.7% | -26.2% | +19.5% | -15.4% |
| 1Y | -5.6% | -32.6% | +26.9% | -14.7% |
| All | -5.6% | -33.0% | +27.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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