-34.2%
CAG vs MOD
+920.5%
-954.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | +6.6% | -17.8% | +24.5% | +6.7% |
| 30D | +13.9% | -43.2% | +57.1% | +14.4% |
| 3M | +4.0% | -46.0% | +50.1% | +4.5% |
| 6M | +10.0% | -62.2% | +72.2% | +10.9% |
| YTD | -6.1% | -22.8% | +16.7% | -7.3% |
| 1Y | -4.3% | -35.5% | +31.2% | -5.2% |
| 3Y | -34.6% | +128.2% | -162.8% | -39.4% |
| 5Y | -39.4% | +791.6% | -831.1% | -48.7% |
| 10Y | -34.2% | +886.3% | -920.5% | -46.3% |
| All | -34.2% | +920.5% | -954.7% | -46.3% |
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