+3,446.1%
CSGP vs MOD
+289.4%
+3,156.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -21.4% | +25.5% | +7.7% |
| 7D | +18.3% | -31.3% | +49.6% | +25.1% |
| 30D | +17.8% | -46.1% | +63.9% | +29.0% |
| 3M | +9.3% | -51.1% | +60.4% | +21.1% |
| 6M | -7.9% | -62.1% | +54.1% | +4.1% |
| YTD | -51.5% | -26.2% | -25.4% | -52.7% |
| 1Y | -53.3% | -32.6% | -20.8% | -54.1% |
| 3Y | -57.9% | +133.8% | -191.7% | -70.0% |
| 5Y | -61.3% | +792.8% | -854.1% | -80.0% |
| 10Y | +77.5% | +959.8% | -882.2% | -26.1% |
| All | +3,446.1% | +289.4% | +3,156.8% | +1,174.6% |
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