+5,649.5%
CNQ vs MOD
+845.5%
+4,804.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.6% |
| 7D | -0.9% | +3.6% | -4.5% | -1.7% |
| 30D | +8.7% | -2.6% | +11.3% | +9.0% |
| 3M | +15.8% | -33.1% | +49.0% | +24.4% |
| 6M | +13.3% | -7.5% | +20.8% | +10.8% |
| YTD | +54.7% | +39.3% | +15.4% | +36.2% |
| 1Y | +69.5% | +34.3% | +35.3% | +47.9% |
| 3Y | +77.3% | +296.2% | -218.9% | +9.4% |
| 5Y | +290.3% | +1,504.6% | -1,214.2% | +60.5% |
| 10Y | +429.3% | +1,511.5% | -1,082.2% | +87.9% |
| All | +5,649.5% | +845.5% | +4,804.0% | +1,583.4% |
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