+26.7%
CFG vs MOD
-30.7%
+57.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +1.6% | +16.1% | -14.5% | +0.2% |
| 30D | +3.3% | -38.5% | +41.8% | +7.7% |
| 3M | -11.5% | -46.8% | +35.3% | -6.5% |
| 6M | +6.2% | -61.6% | +67.8% | +15.5% |
| YTD | +14.3% | -20.5% | +34.8% | +11.8% |
| 1Y | +26.7% | -28.0% | +54.8% | +24.0% |
| All | +26.7% | -30.7% | +57.4% | +24.0% |
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