+562.3%
CEG vs MOD
+874.2%
-311.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.1% |
| 7D | +1.7% | -17.8% | +19.5% | +7.7% |
| 30D | -10.2% | -43.2% | +33.1% | +7.1% |
| 3M | -0.8% | -46.0% | +45.2% | +19.5% |
| 6M | -11.5% | -62.2% | +50.7% | +17.3% |
| YTD | -23.9% | -22.8% | -1.1% | -23.3% |
| 1Y | -25.4% | -35.5% | +10.1% | -20.4% |
| 3Y | +124.2% | +128.2% | -4.1% | +74.2% |
| All | +562.3% | +874.2% | -311.9% | +282.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling