-39.1%
CAG vs MOD
+822.6%
-861.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -6.2% | +16.1% | -22.3% | -6.2% |
| 30D | +7.4% | -38.5% | +46.0% | +7.8% |
| 3M | -1.6% | -46.8% | +45.2% | -1.1% |
| 6M | +6.3% | -61.6% | +67.9% | +7.2% |
| YTD | -10.1% | -20.5% | +10.4% | -11.2% |
| 1Y | -10.2% | -28.0% | +17.8% | -11.2% |
| 3Y | -37.3% | +134.9% | -172.3% | -41.9% |
| 5Y | -41.6% | +833.2% | -874.7% | -50.5% |
| All | -39.1% | +822.6% | -861.7% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling