-5.9%
CNC vs MOD
+748.9%
-754.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.7% | -11.7% | -5.9% |
| 7D | +1.9% | -25.5% | +27.4% | +1.5% |
| 30D | +7.3% | -49.0% | +56.3% | +6.7% |
| 3M | +8.6% | -49.8% | +58.4% | +8.0% |
| 6M | +26.0% | -64.8% | +90.8% | +25.3% |
| YTD | +69.5% | -27.6% | +97.1% | +67.0% |
| 1Y | +88.0% | -35.2% | +123.2% | +85.3% |
| 3Y | -2.9% | +137.1% | -140.1% | -11.3% |
| All | -5.9% | +748.9% | -754.8% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling