+3,264.4%
CSGP vs MOD
+691.1%
+2,573.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.7% | -3.2% |
| 7D | -4.1% | +9.6% | -13.7% | -5.6% |
| 30D | +2.3% | 0.0% | +2.3% | +2.0% |
| 3M | -8.2% | -35.4% | +27.2% | -2.7% |
| 6M | -35.1% | -7.3% | -27.8% | -36.8% |
| YTD | -54.0% | +45.8% | -99.8% | -59.4% |
| 1Y | -65.3% | +43.1% | -108.5% | -69.7% |
| 3Y | -62.6% | +297.7% | -360.2% | -75.2% |
| 5Y | -64.8% | +1,478.8% | -1,543.6% | -83.2% |
| 10Y | +45.1% | +1,633.4% | -1,588.3% | -43.1% |
| All | +3,264.4% | +691.1% | +2,573.3% | +990.4% |
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