+110.5%
CNC vs MOD
-33.0%
+143.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -21.4% | +34.1% | +11.0% |
| 7D | +13.4% | -31.3% | +44.7% | +11.2% |
| 30D | +18.2% | -46.1% | +64.3% | +15.0% |
| 3M | +18.6% | -51.1% | +69.8% | +15.2% |
| 6M | +41.9% | -62.1% | +104.0% | +36.8% |
| YTD | +84.7% | -26.2% | +110.9% | +72.3% |
| 1Y | +110.5% | -32.6% | +143.1% | +96.7% |
| All | +110.5% | -33.0% | +143.5% | +96.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling