-66.7%
CPNG vs MOD
+590.2%
-656.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.1% | -0.6% |
| 7D | +11.7% | -13.9% | +25.6% | +13.1% |
| 30D | +3.8% | -41.5% | +45.3% | +11.5% |
| 3M | +1.2% | -45.7% | +46.9% | +9.4% |
| 6M | -3.3% | -61.1% | +57.8% | +9.0% |
| YTD | -30.4% | -20.5% | -9.9% | -31.4% |
| 1Y | -43.1% | -32.1% | -11.0% | -42.8% |
| 3Y | +8.2% | +146.5% | -138.2% | -25.0% |
| 5Y | -44.7% | +812.7% | -857.4% | -74.6% |
| All | -66.7% | +590.2% | -656.8% | -84.5% |
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