+70.0%
CNP vs MOD
+720.4%
-650.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -2.4% |
| 7D | -5.3% | -34.2% | +28.8% | -4.2% |
| 30D | +3.7% | -51.9% | +55.5% | +5.7% |
| 3M | -1.1% | -53.0% | +52.0% | +0.8% |
| 6M | -7.1% | -66.4% | +59.2% | -4.7% |
| YTD | +6.0% | -31.5% | +37.6% | +5.8% |
| 1Y | +5.2% | -39.6% | +44.8% | +5.3% |
| 3Y | +57.5% | +116.8% | -59.3% | +41.3% |
| 5Y | +70.0% | +713.8% | -643.8% | +36.1% |
| All | +70.0% | +720.4% | -650.3% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling