-46.8%
CPNG vs MOD
+45.0%
-91.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.8% |
| 7D | -7.4% | +9.6% | -17.0% | -8.2% |
| 30D | -4.4% | 0.0% | -4.5% | -4.6% |
| 3M | -7.5% | -35.4% | +27.9% | -4.7% |
| 6M | -19.9% | -7.3% | -12.7% | -20.5% |
| YTD | -35.2% | +45.8% | -81.0% | -37.0% |
| 1Y | -46.8% | +43.1% | -89.9% | -48.8% |
| All | -46.8% | +45.0% | -91.8% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling