-28.5%
CEG vs MOD
-37.3%
+8.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.7% | -1.4% | +2.7% |
| 7D | -4.7% | -25.5% | +20.8% | +2.7% |
| 30D | -16.6% | -49.0% | +32.4% | -0.6% |
| 3M | -4.1% | -49.8% | +45.7% | +14.2% |
| 6M | -22.3% | -64.8% | +42.4% | -0.1% |
| YTD | -28.9% | -27.6% | -1.3% | -28.2% |
| 1Y | -28.5% | -35.2% | +6.7% | -25.0% |
| All | -28.5% | -37.3% | +8.9% | -25.0% |
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