+362.4%
CFG vs MOD
+1,420.8%
-1,058.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.2% |
| 7D | +1.5% | +9.6% | -8.1% | -1.0% |
| 30D | -3.8% | 0.0% | -3.9% | -4.1% |
| 3M | +11.5% | -35.4% | +46.9% | +23.1% |
| 6M | +19.2% | -7.3% | +26.5% | +16.8% |
| YTD | +23.7% | +45.8% | -22.1% | +5.2% |
| 1Y | +38.8% | +43.1% | -4.3% | +16.4% |
| 3Y | +178.9% | +297.7% | -118.8% | +53.0% |
| 5Y | +101.8% | +1,478.8% | -1,377.0% | -33.8% |
| 10Y | +317.3% | +1,633.4% | -1,316.1% | +4.8% |
| All | +362.4% | +1,420.8% | -1,058.4% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling