+61.1%
CNP vs MOD
+129.2%
-68.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.7% |
| 7D | -4.2% | -25.5% | +21.4% | -4.0% |
| 30D | +5.5% | -49.0% | +54.5% | +5.8% |
| 3M | +0.6% | -49.8% | +50.4% | +0.9% |
| 6M | -2.8% | -64.8% | +61.9% | -2.5% |
| YTD | +7.9% | -27.6% | +35.5% | +7.5% |
| 1Y | +6.7% | -35.2% | +41.9% | +6.4% |
| 3Y | +61.1% | +137.1% | -76.0% | +44.9% |
| All | +61.1% | +129.2% | -68.1% | +44.9% |
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 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