+240.7%
CFG vs MOD
+857.0%
-616.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.3% | +4.1% | -1.2% |
| 7D | -2.2% | -34.2% | +32.0% | +8.0% |
| 30D | +0.4% | -51.9% | +52.3% | +20.0% |
| 3M | -12.6% | -53.0% | +40.5% | +4.3% |
| 6M | +0.6% | -66.4% | +67.0% | +28.2% |
| YTD | +12.4% | -31.5% | +44.0% | +14.1% |
| 1Y | +27.7% | -39.6% | +67.2% | +32.6% |
| 3Y | +172.4% | +116.8% | +55.6% | +68.5% |
| 5Y | +64.0% | +713.8% | -649.9% | -39.8% |
| All | +240.7% | +857.0% | -616.3% | +0.2% |
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