-21.4%
CEG vs MOD
-33.2%
+11.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.6% |
| 7D | +11.8% | +8.2% | +3.6% | +9.3% |
| 30D | -6.5% | -38.2% | +31.6% | +5.6% |
| 3M | -1.2% | -46.2% | +45.1% | +15.2% |
| 6M | -8.0% | -62.5% | +54.5% | +15.9% |
| YTD | -21.9% | -20.1% | -1.8% | -23.1% |
| 1Y | -21.4% | -29.7% | +8.2% | -18.7% |
| All | -21.4% | -33.2% | +11.7% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling