+580.1%
CAG vs MOD
+1,819.7%
-1,239.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.5% |
| 7D | -1.8% | +8.2% | -10.0% | -2.2% |
| 30D | +9.7% | -38.2% | +47.8% | +12.0% |
| 3M | +0.5% | -46.2% | +46.7% | +3.2% |
| 6M | +8.9% | -62.5% | +71.5% | +13.5% |
| YTD | -8.4% | -20.1% | +11.7% | -9.3% |
| 1Y | -8.3% | -29.7% | +21.4% | -8.8% |
| 3Y | -36.1% | +136.2% | -172.3% | -43.2% |
| 5Y | -40.1% | +820.4% | -860.5% | -52.8% |
| 10Y | -36.9% | +839.8% | -876.7% | -53.1% |
| All | +580.1% | +1,819.7% | -1,239.6% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling