-67.5%
CPNG vs MOD
+593.6%
-661.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -2.6% |
| 7D | -6.2% | +8.2% | -14.4% | -7.4% |
| 30D | +4.6% | -38.2% | +42.8% | +11.4% |
| 3M | -3.1% | -46.2% | +43.1% | +5.0% |
| 6M | -0.9% | -62.5% | +61.7% | +12.5% |
| YTD | -32.2% | -20.1% | -12.1% | -33.3% |
| 1Y | -44.2% | -29.7% | -14.5% | -44.2% |
| 3Y | +4.4% | +136.2% | -131.8% | -26.9% |
| 5Y | -45.2% | +820.4% | -865.6% | -74.9% |
| All | -67.5% | +593.6% | -661.1% | -84.9% |
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