-41.0%
CAG vs MOD
+1,086.9%
-1,127.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +27.9% | -26.6% | +2.1% |
| 7D | -3.3% | +40.4% | -43.8% | -2.1% |
| 30D | +7.7% | -14.0% | +21.7% | +7.7% |
| 3M | -3.2% | -33.3% | +30.2% | -3.6% |
| 6M | +7.0% | -51.4% | +58.4% | +6.1% |
| YTD | -9.0% | +1.6% | -10.6% | -9.6% |
| 1Y | -9.6% | +5.4% | -15.0% | -10.2% |
| 3Y | -36.0% | +191.0% | -227.0% | -39.2% |
| All | -41.0% | +1,086.9% | -1,127.8% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling