-0.8%
CPNG vs MOD
+201.5%
-202.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +27.9% | -28.5% | -3.0% |
| 7D | -6.8% | +40.4% | -47.2% | -9.8% |
| 30D | +5.5% | -14.0% | +19.5% | +6.6% |
| 3M | -6.8% | -33.3% | +26.6% | -3.4% |
| 6M | -4.8% | -51.4% | +46.6% | +1.4% |
| YTD | -35.6% | +1.6% | -37.2% | -37.5% |
| 1Y | -46.8% | +5.4% | -52.1% | -48.8% |
| 3Y | -0.8% | +191.0% | -191.8% | -39.7% |
| All | -0.8% | +201.5% | -202.3% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling