+27.7%
CFG vs MOD
-37.4%
+65.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.3% | +4.1% | -2.5% |
| 7D | -2.2% | -34.2% | +32.0% | +1.3% |
| 30D | +0.4% | -51.9% | +52.3% | +7.3% |
| 3M | -12.6% | -53.0% | +40.5% | -6.5% |
| 6M | +0.6% | -66.4% | +67.0% | +10.7% |
| YTD | +12.4% | -31.5% | +44.0% | +11.5% |
| 1Y | +27.7% | -39.6% | +67.2% | +27.3% |
| All | +27.7% | -37.4% | +65.0% | +27.3% |
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 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