+44.1%
CSGP vs MOD
+1,642.7%
-1,598.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.7% | -2.9% |
| 7D | -4.1% | +9.6% | -13.7% | -5.0% |
| 30D | +2.3% | 0.0% | +2.3% | +2.1% |
| 3M | -8.2% | -35.4% | +27.2% | -4.8% |
| 6M | -35.1% | -7.3% | -27.8% | -36.3% |
| YTD | -54.0% | +45.8% | -99.8% | -57.8% |
| 1Y | -65.3% | +43.1% | -108.5% | -68.4% |
| 3Y | -62.6% | +297.7% | -360.2% | -72.2% |
| 5Y | -64.8% | +1,478.8% | -1,543.6% | -79.3% |
| All | +44.1% | +1,642.7% | -1,598.6% | -27.0% |
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