+8.3%
CNP vs MOD
+45.0%
-36.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.7% |
| 7D | +1.1% | +9.6% | -8.5% | +1.2% |
| 30D | -1.8% | 0.0% | -1.9% | -1.8% |
| 3M | -4.6% | -35.4% | +30.7% | -5.1% |
| 6M | -8.8% | -7.3% | -1.6% | -8.8% |
| YTD | +5.2% | +45.8% | -40.6% | +5.5% |
| 1Y | +8.3% | +43.1% | -34.8% | +9.2% |
| All | +8.3% | +45.0% | -36.7% | +9.2% |
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