-11.8%
CAG vs MOD
+45.0%
-56.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.7% |
| 7D | -3.8% | +9.6% | -13.4% | -3.3% |
| 30D | +3.1% | 0.0% | +3.1% | +3.2% |
| 3M | +23.5% | -35.4% | +58.9% | +22.0% |
| 6M | -14.8% | -7.3% | -7.6% | -16.7% |
| YTD | -5.4% | +45.8% | -51.2% | -9.3% |
| 1Y | -11.8% | +43.1% | -54.9% | -16.5% |
| All | -11.8% | +45.0% | -56.8% | -16.5% |
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