-66.9%
CPNG vs MOD
+528.2%
-595.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.6% |
| 7D | +13.4% | -25.5% | +38.9% | +17.3% |
| 30D | +10.0% | -49.0% | +59.0% | +20.6% |
| 3M | -0.4% | -49.8% | +49.5% | +9.0% |
| 6M | -8.9% | -64.8% | +55.8% | +4.2% |
| YTD | -30.9% | -27.6% | -3.3% | -31.0% |
| 1Y | -43.8% | -35.2% | -8.6% | -43.2% |
| 3Y | -2.5% | +137.1% | -139.6% | -32.3% |
| 5Y | -45.6% | +760.3% | -805.9% | -74.7% |
| All | -66.9% | +528.2% | -595.1% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling