-46.0%
CPNG vs MOD
+748.9%
-795.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.6% |
| 7D | +13.4% | -25.5% | +38.9% | +17.5% |
| 30D | +10.0% | -49.0% | +59.0% | +21.0% |
| 3M | -0.4% | -49.8% | +49.5% | +9.4% |
| 6M | -8.9% | -64.8% | +55.8% | +4.7% |
| YTD | -30.9% | -27.6% | -3.3% | -31.1% |
| 1Y | -43.8% | -35.2% | -8.6% | -43.3% |
| 3Y | -2.5% | +137.1% | -139.6% | -35.5% |
| All | -46.0% | +748.9% | -795.0% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling