+1,812.7%
CNP vs MOD
+3,565.2%
-1,752.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.2% |
| 7D | +1.1% | +9.6% | -8.5% | +0.1% |
| 30D | -1.8% | 0.0% | -1.9% | -2.0% |
| 3M | -4.6% | -35.4% | +30.7% | -0.9% |
| 6M | -8.8% | -7.3% | -1.6% | -9.6% |
| YTD | +5.2% | +45.8% | -40.6% | -1.3% |
| 1Y | +8.3% | +43.1% | -34.8% | +1.0% |
| 3Y | +54.9% | +297.7% | -242.8% | +21.8% |
| 5Y | +73.5% | +1,478.8% | -1,405.2% | +11.6% |
| 10Y | +139.1% | +1,633.4% | -1,494.3% | +38.2% |
| All | +1,812.7% | +3,565.2% | -1,752.6% | +776.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling