+73.3%
CSGP vs MOD
+857.0%
-783.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.6% | -1.0% |
| 7D | +13.9% | -34.2% | +48.0% | +17.7% |
| 30D | +16.0% | -51.9% | +67.9% | +23.2% |
| 3M | +6.1% | -53.0% | +59.1% | +12.6% |
| 6M | -8.2% | -66.4% | +58.2% | -0.4% |
| YTD | -52.3% | -31.5% | -20.8% | -53.4% |
| 1Y | -54.5% | -39.6% | -14.9% | -55.1% |
| 3Y | -58.6% | +116.8% | -175.4% | -67.7% |
| 5Y | -61.5% | +713.8% | -775.3% | -76.0% |
| All | +73.3% | +857.0% | -783.6% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling