+415.5%
CNQ vs MOD
+1,553.3%
-1,137.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -1.6% |
| 7D | +0.1% | -2.8% | +2.9% | +0.6% |
| 30D | +6.2% | -5.1% | +11.3% | +7.0% |
| 3M | +12.4% | -30.3% | +42.6% | +18.9% |
| 6M | +9.0% | -5.6% | +14.7% | +6.3% |
| YTD | +52.2% | +41.8% | +10.4% | +34.4% |
| 1Y | +65.0% | +28.9% | +36.1% | +46.4% |
| 3Y | +78.8% | +304.1% | -225.3% | +10.0% |
| 5Y | +286.0% | +1,575.2% | -1,289.2% | +52.4% |
| All | +415.5% | +1,553.3% | -1,137.8% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling