+491.4%
MOD vs CNI
+6,762.0%
-6,270.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | -17.8% | +0.4% | -18.2% | -18.4% |
| 30D | -43.2% | +7.6% | -50.9% | -46.9% |
| 3M | -46.0% | +1.9% | -47.9% | -47.5% |
| 6M | -62.2% | +14.8% | -77.0% | -66.9% |
| YTD | -22.8% | +30.5% | -53.3% | -38.5% |
| 1Y | -35.5% | +36.5% | -71.9% | -50.5% |
| 3Y | +128.2% | +20.7% | +107.5% | +92.7% |
| 5Y | +791.6% | +7.0% | +784.6% | +732.8% |
| 10Y | +886.3% | +136.0% | +750.3% | +393.4% |
| All | +491.4% | +6,762.0% | -6,270.7% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling