-35.5%
CAG vs MOD
+1,504.3%
-1,539.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | -5.3% | +6.3% | -11.6% | -5.4% |
| 30D | +1.0% | -1.7% | +2.7% | +1.0% |
| 3M | +17.4% | -30.1% | +47.5% | +17.9% |
| 6M | -16.8% | +2.7% | -19.5% | -17.4% |
| YTD | -6.8% | +44.1% | -50.9% | -8.3% |
| 1Y | -15.4% | +38.7% | -54.1% | -16.8% |
| 3Y | -37.1% | +309.8% | -346.9% | -41.8% |
| 5Y | -41.3% | +1,569.7% | -1,611.0% | -50.2% |
| 10Y | -35.5% | +1,520.5% | -1,555.9% | -44.6% |
| All | -35.5% | +1,504.3% | -1,539.7% | -44.6% |
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