+62.0%
CFG vs MOD
+748.9%
-686.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -2.0% |
| 7D | -0.9% | -25.5% | +24.7% | +4.2% |
| 30D | +1.1% | -49.0% | +50.1% | +14.4% |
| 3M | -12.0% | -49.8% | +37.8% | -0.7% |
| 6M | -2.2% | -64.8% | +62.5% | +16.7% |
| YTD | +11.4% | -27.6% | +39.0% | +10.7% |
| 1Y | +27.8% | -35.2% | +63.0% | +29.1% |
| 3Y | +173.3% | +137.1% | +36.2% | +76.4% |
| All | +62.0% | +748.9% | -686.9% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling