-43.5%
CPNG vs MOD
-35.8%
-7.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | +7.2% | -17.8% | +25.1% | +7.7% |
| 30D | +3.2% | -43.2% | +46.5% | +7.2% |
| 3M | +0.9% | -46.0% | +46.9% | +4.9% |
| 6M | -3.8% | -62.2% | +58.4% | +2.3% |
| YTD | -30.8% | -22.8% | -8.0% | -29.5% |
| 1Y | -43.5% | -35.5% | -8.1% | -41.9% |
| All | -43.5% | -35.8% | -7.7% | -41.9% |
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 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