+34.8%
CAH vs MOD
-33.9%
+68.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.9% | -8.9% | +1.1% |
| 7D | +7.8% | -13.9% | +21.8% | +7.6% |
| 30D | +15.5% | -41.5% | +57.0% | +15.1% |
| 3M | +16.3% | -45.7% | +62.0% | +16.0% |
| 6M | +50.0% | -61.1% | +111.1% | +49.4% |
| YTD | +34.7% | -20.5% | +55.2% | +31.8% |
| All | +34.8% | -33.9% | +68.7% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling