+43.1%
MOD vs CG
-24.3%
+67.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.2% |
| 7D | +9.6% | -4.3% | +13.9% | +12.0% |
| 30D | 0.0% | -5.1% | +5.1% | +2.4% |
| 3M | -35.4% | +8.7% | -44.0% | -38.8% |
| 6M | -7.3% | -9.2% | +2.0% | -3.4% |
| YTD | +45.8% | -18.9% | +64.7% | +57.3% |
| 1Y | +43.1% | -25.6% | +68.8% | +62.3% |
| All | +43.1% | -24.3% | +67.4% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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