-8.3%
CAG vs MOD
-33.2%
+24.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.0% |
| 7D | -1.8% | +8.2% | -10.0% | -0.8% |
| 30D | +9.7% | -38.2% | +47.8% | +6.0% |
| 3M | +0.5% | -46.2% | +46.7% | -3.5% |
| 6M | +8.9% | -62.5% | +71.5% | +3.3% |
| YTD | -8.4% | -20.1% | +11.7% | -16.2% |
| 1Y | -8.3% | -29.7% | +21.4% | -16.3% |
| All | -8.3% | -33.2% | +24.8% | -16.3% |
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 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