+288.1%
CNQ vs MOD
+1,426.9%
-1,138.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.7% |
| 7D | -0.7% | -3.9% | +3.3% | -0.3% |
| 30D | +6.7% | -9.6% | +16.3% | +7.7% |
| 3M | +12.8% | -30.6% | +43.4% | +16.4% |
| 6M | +13.3% | -10.9% | +24.3% | +12.3% |
| YTD | +53.1% | +34.3% | +18.8% | +42.6% |
| 1Y | +66.1% | +18.3% | +47.7% | +55.9% |
| 3Y | +75.4% | +281.9% | -206.5% | +32.9% |
| 5Y | +288.1% | +1,486.4% | -1,198.3% | +137.6% |
| All | +288.1% | +1,426.9% | -1,138.8% | +137.6% |
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