-61.3%
CSGP vs MOD
+780.0%
-841.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -21.4% | +25.5% | +5.2% |
| 7D | +18.3% | -31.3% | +49.6% | +20.5% |
| 30D | +17.8% | -46.1% | +63.9% | +21.9% |
| 3M | +9.3% | -51.1% | +60.4% | +13.7% |
| 6M | -7.9% | -62.1% | +54.1% | -3.4% |
| YTD | -51.5% | -26.2% | -25.4% | -53.8% |
| 1Y | -53.3% | -32.6% | -20.8% | -55.3% |
| 3Y | -57.9% | +133.8% | -191.7% | -69.6% |
| 5Y | -61.3% | +792.8% | -854.1% | -79.5% |
| All | -61.3% | +780.0% | -841.3% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling