+1,827.1%
CNP vs MOD
+1,544.7%
+282.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -1.8% |
| 7D | -5.3% | -34.2% | +28.8% | -1.3% |
| 30D | +3.7% | -51.9% | +55.5% | +11.4% |
| 3M | -1.1% | -53.0% | +52.0% | +6.2% |
| 6M | -7.1% | -66.4% | +59.2% | +2.3% |
| YTD | +6.0% | -31.5% | +37.6% | +7.0% |
| 1Y | +5.2% | -39.6% | +44.8% | +7.0% |
| 3Y | +57.5% | +116.8% | -59.3% | +31.3% |
| 5Y | +70.0% | +713.8% | -643.8% | +16.5% |
| 10Y | +137.8% | +882.7% | -744.9% | +44.8% |
| All | +1,827.1% | +1,544.7% | +282.4% | +852.4% |
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 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