+601.8%
CAG vs MOD
+3,565.2%
-2,963.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.1% |
| 7D | -3.8% | +9.6% | -13.4% | -4.3% |
| 30D | +3.1% | 0.0% | +3.1% | +3.1% |
| 3M | +23.5% | -35.4% | +58.9% | +25.9% |
| 6M | -14.8% | -7.3% | -7.6% | -15.4% |
| YTD | -5.4% | +45.8% | -51.2% | -8.8% |
| 1Y | -11.8% | +43.1% | -54.9% | -15.2% |
| 3Y | -36.7% | +297.7% | -334.3% | -44.9% |
| 5Y | -40.3% | +1,478.8% | -1,519.0% | -53.9% |
| 10Y | -37.0% | +1,633.4% | -1,670.4% | -54.5% |
| All | +601.8% | +3,565.2% | -2,963.4% | +297.4% |
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