-36.9%
CAG vs MOD
+915.9%
-952.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.4% |
| 7D | -1.8% | +8.2% | -10.0% | -1.8% |
| 30D | +9.7% | -38.2% | +47.8% | +10.0% |
| 3M | +0.5% | -46.2% | +46.7% | +1.0% |
| 6M | +8.9% | -62.5% | +71.5% | +9.9% |
| YTD | -8.4% | -20.1% | +11.7% | -9.5% |
| 1Y | -8.3% | -29.7% | +21.4% | -9.2% |
| 3Y | -36.1% | +136.2% | -172.3% | -40.8% |
| 5Y | -40.1% | +820.4% | -860.5% | -49.2% |
| 10Y | -36.9% | +839.8% | -876.7% | -47.7% |
| All | -36.9% | +915.9% | -952.8% | -47.7% |
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 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