-69.9%
CPNG vs MOD
+1,150.7%
-1,220.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -3.0% |
| 7D | -6.3% | +6.3% | -12.6% | -7.2% |
| 30D | -8.7% | -1.7% | -7.1% | -8.7% |
| 3M | -2.4% | -30.1% | +27.7% | +2.3% |
| 6M | -22.3% | +2.7% | -25.0% | -24.4% |
| YTD | -37.2% | +44.1% | -81.3% | -42.8% |
| 1Y | -53.0% | +38.7% | -91.7% | -57.4% |
| 3Y | -20.0% | +309.8% | -329.8% | -48.0% |
| 5Y | -52.8% | +1,569.7% | -1,622.5% | -80.0% |
| All | -69.9% | +1,150.7% | -1,220.6% | -87.1% |
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