+10.4%
MOD vs CAI
-11.3%
+21.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | +16.1% | -8.0% | +24.0% | +17.2% |
| 30D | -38.5% | -18.9% | -19.7% | -36.9% |
| 3M | -46.8% | +7.6% | -54.5% | -47.0% |
| 6M | -61.6% | +43.0% | -104.6% | -63.2% |
| YTD | -20.5% | -11.2% | -9.3% | -22.5% |
| 1Y | -28.0% | -3.3% | -24.7% | -30.6% |
| All | +10.4% | -11.3% | +21.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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