-35.5%
MOD vs CNI
+35.4%
-70.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -17.8% | +0.4% | -18.2% | -18.2% |
| 30D | -43.2% | +7.6% | -50.9% | -46.0% |
| 3M | -46.0% | +1.9% | -47.9% | -46.6% |
| 6M | -62.2% | +14.8% | -77.0% | -66.9% |
| YTD | -22.8% | +30.5% | -53.3% | -38.8% |
| 1Y | -35.5% | +36.5% | -71.9% | -48.9% |
| All | -35.5% | +35.4% | -70.9% | -48.9% |
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