+4,765.6%
CNC vs MOD
+452.2%
+4,313.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.7% | -11.7% | -6.7% |
| 7D | +1.9% | -25.5% | +27.4% | +5.2% |
| 30D | +7.3% | -49.0% | +56.3% | +16.3% |
| 3M | +8.6% | -49.8% | +58.4% | +17.4% |
| 6M | +26.0% | -64.8% | +90.8% | +41.2% |
| YTD | +69.5% | -27.6% | +97.1% | +68.2% |
| 1Y | +88.0% | -35.2% | +123.2% | +88.4% |
| 3Y | -2.9% | +137.1% | -140.1% | -27.4% |
| 5Y | -6.0% | +760.3% | -766.3% | -46.9% |
| 10Y | +126.4% | +938.8% | -812.4% | +6.4% |
| All | +4,765.6% | +452.2% | +4,313.4% | +1,960.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling