+333.9%
CFG vs MOD
+670.0%
-336.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -21.4% | +23.8% | +8.0% |
| 7D | +1.8% | -31.3% | +33.1% | +11.1% |
| 30D | +3.3% | -46.1% | +49.4% | +19.7% |
| 3M | -9.8% | -51.1% | +41.3% | +6.4% |
| 6M | +5.2% | -62.1% | +67.2% | +29.5% |
| YTD | +16.1% | -26.2% | +42.3% | +15.7% |
| 1Y | +33.7% | -32.6% | +66.2% | +35.0% |
| 3Y | +181.2% | +133.8% | +47.4% | +73.5% |
| 5Y | +69.1% | +792.8% | -723.6% | -37.1% |
| 10Y | +264.3% | +959.8% | -695.5% | +2.7% |
| All | +333.9% | +670.0% | -336.1% | +28.9% |
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