+237.6%
CFG vs MOD
+911.6%
-674.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -2.4% |
| 7D | -0.9% | -25.5% | +24.7% | +5.9% |
| 30D | +1.1% | -49.0% | +50.1% | +18.9% |
| 3M | -12.0% | -49.8% | +37.8% | +3.1% |
| 6M | -2.2% | -64.8% | +62.5% | +23.0% |
| YTD | +11.4% | -27.6% | +39.0% | +11.3% |
| 1Y | +27.8% | -35.2% | +63.0% | +30.2% |
| 3Y | +173.3% | +137.1% | +36.2% | +64.7% |
| 5Y | +62.4% | +760.3% | -697.8% | -41.2% |
| All | +237.6% | +911.6% | -674.1% | -2.3% |
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