-32.6%
MOD vs CNI
+37.5%
-70.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.1% | -23.5% | -22.4% |
| 7D | -31.3% | +3.7% | -35.1% | -32.8% |
| 30D | -46.1% | +8.1% | -54.2% | -48.7% |
| 3M | -51.1% | +1.9% | -53.0% | -51.4% |
| 6M | -62.1% | +19.2% | -81.3% | -67.7% |
| YTD | -26.2% | +32.7% | -58.9% | -42.0% |
| 1Y | -32.6% | +37.0% | -69.6% | -47.2% |
| All | -32.6% | +37.5% | -70.1% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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