+134.8%
CNP vs MOD
+911.6%
-776.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.2% |
| 7D | -4.2% | -25.5% | +21.4% | -2.0% |
| 30D | +5.5% | -49.0% | +54.5% | +11.2% |
| 3M | +0.6% | -49.8% | +50.4% | +5.8% |
| 6M | -2.8% | -64.8% | +61.9% | +4.6% |
| YTD | +7.9% | -27.6% | +35.5% | +7.6% |
| 1Y | +6.7% | -35.2% | +41.9% | +7.0% |
| 3Y | +61.1% | +137.1% | -76.0% | +31.9% |
| 5Y | +73.0% | +760.3% | -687.3% | +14.3% |
| All | +134.8% | +911.6% | -776.8% | +37.2% |
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 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