+72.4%
CNP vs MOD
+828.3%
-755.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +2.5% | +16.1% | -13.6% | +2.0% |
| 30D | +4.0% | -38.5% | +42.6% | +5.3% |
| 3M | +1.6% | -46.8% | +48.5% | +3.2% |
| 6M | -1.7% | -61.6% | +59.9% | +0.5% |
| YTD | +8.6% | -20.5% | +29.2% | +7.9% |
| 1Y | +5.8% | -28.0% | +33.8% | +5.3% |
| 3Y | +63.0% | +134.9% | -71.9% | +46.3% |
| All | +72.4% | +828.3% | -755.9% | +38.4% |
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