+317.5%
MOD vs CNI
+20.0%
+297.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +9.6% | -2.1% | +11.7% | +11.5% |
| 30D | 0.0% | -3.3% | +3.3% | +2.9% |
| 3M | -35.4% | +3.8% | -39.2% | -38.2% |
| 6M | -7.3% | +12.7% | -19.9% | -17.8% |
| YTD | +45.8% | +26.3% | +19.5% | +17.1% |
| 1Y | +43.1% | +29.9% | +13.2% | +11.5% |
| All | +317.5% | +20.0% | +297.6% | +240.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling