-1.2%
CNC vs MOD
+201.5%
-202.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +27.9% | -26.4% | +2.8% |
| 7D | +2.2% | +40.4% | -38.2% | +4.2% |
| 30D | +1.6% | -14.0% | +15.6% | +1.7% |
| 3M | +7.9% | -33.3% | +41.3% | +7.2% |
| 6M | +21.2% | -51.4% | +72.6% | +19.5% |
| YTD | +73.2% | +1.6% | +71.6% | +73.5% |
| 1Y | +97.5% | +5.4% | +92.1% | +98.5% |
| 3Y | -1.2% | +191.0% | -192.2% | -2.7% |
| All | -1.2% | +201.5% | -202.7% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling