-69.0%
CPNG vs MOD
+1,165.7%
-1,234.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.1% |
| 7D | -7.4% | +9.6% | -17.0% | -8.8% |
| 30D | -4.4% | 0.0% | -4.5% | -4.7% |
| 3M | -7.5% | -35.4% | +27.9% | -1.7% |
| 6M | -19.9% | -7.3% | -12.7% | -20.8% |
| YTD | -35.2% | +45.8% | -81.0% | -41.1% |
| 1Y | -46.8% | +43.1% | -89.9% | -52.1% |
| 3Y | -20.2% | +297.7% | -317.8% | -47.6% |
| 5Y | -48.4% | +1,478.8% | -1,527.2% | -78.1% |
| All | -69.0% | +1,165.7% | -1,234.6% | -86.7% |
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 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