-54.5%
CSGP vs MOD
-37.4%
-17.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.6% | -2.9% |
| 7D | +13.9% | -34.2% | +48.0% | +6.7% |
| 30D | +16.0% | -51.9% | +67.9% | +4.9% |
| 3M | +6.1% | -53.0% | +59.1% | -4.1% |
| 6M | -8.2% | -66.4% | +58.2% | -19.6% |
| YTD | -52.3% | -31.5% | -20.8% | -56.9% |
| 1Y | -54.5% | -39.6% | -14.9% | -59.0% |
| All | -54.5% | -37.4% | -17.1% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling