+90.9%
CNC vs MOD
+1,504.3%
-1,413.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.6% |
| 7D | -1.0% | +6.3% | -7.3% | -1.4% |
| 30D | -1.8% | -1.7% | -0.1% | -1.8% |
| 3M | -0.7% | -30.1% | +29.4% | +1.4% |
| 6M | +47.9% | +2.7% | +45.2% | +45.5% |
| YTD | +56.9% | +44.1% | +12.9% | +49.4% |
| 1Y | +123.9% | +38.7% | +85.2% | +112.3% |
| 3Y | -1.3% | +309.8% | -311.0% | -21.3% |
| 5Y | +2.8% | +1,569.7% | -1,567.0% | -34.9% |
| 10Y | +90.9% | +1,520.5% | -1,429.6% | +15.9% |
| All | +90.9% | +1,504.3% | -1,413.4% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling