+598.9%
CAG vs MOD
+1,638.7%
-1,039.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.5% | -2.0% |
| 7D | +5.8% | -25.5% | +31.4% | +7.2% |
| 30D | +16.4% | -49.0% | +65.4% | +20.1% |
| 3M | +3.8% | -49.8% | +53.6% | +7.0% |
| 6M | +10.8% | -64.8% | +75.6% | +15.8% |
| YTD | -5.8% | -27.6% | +21.8% | -6.3% |
| 1Y | -2.4% | -35.2% | +32.8% | -2.5% |
| 3Y | -33.4% | +137.1% | -170.6% | -40.9% |
| 5Y | -39.4% | +760.3% | -799.7% | -52.1% |
| 10Y | -37.5% | +938.8% | -976.3% | -54.1% |
| All | +598.9% | +1,638.7% | -1,039.7% | +309.4% |
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