+58.4%
CNP vs MOD
+116.8%
-58.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -2.5% |
| 7D | -5.3% | -34.2% | +28.8% | -5.1% |
| 30D | +3.7% | -51.9% | +55.5% | +4.0% |
| 3M | -1.1% | -53.0% | +52.0% | -0.7% |
| 6M | -7.1% | -66.4% | +59.2% | -6.7% |
| YTD | +6.0% | -31.5% | +37.6% | +5.7% |
| 1Y | +5.2% | -39.6% | +44.8% | +5.0% |
| All | +58.4% | +116.8% | -58.4% | +42.5% |
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