+510.2%
CAH vs MOD
+828.3%
-318.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | +3.9% | +16.1% | -12.2% | +3.4% |
| 30D | +16.0% | -38.5% | +54.5% | +17.6% |
| 3M | +19.1% | -46.8% | +65.9% | +21.2% |
| 6M | +53.0% | -61.6% | +114.6% | +57.2% |
| YTD | +36.6% | -20.5% | +57.2% | +35.3% |
| 1Y | +37.4% | -28.0% | +65.4% | +36.4% |
| 3Y | +178.8% | +134.9% | +43.9% | +146.9% |
| All | +510.2% | +828.3% | -318.1% | +373.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling