+1,166.2%
CDNS vs MOD
+1,079.7%
+86.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +27.9% | -31.0% | -7.7% |
| 7D | +1.0% | +40.4% | -39.5% | -5.4% |
| 30D | -2.0% | -14.0% | +12.0% | -0.8% |
| 3M | -0.2% | -33.3% | +33.1% | +4.9% |
| 6M | -8.9% | -51.4% | +42.5% | +0.1% |
| YTD | +3.3% | +1.6% | +1.7% | -1.5% |
| 1Y | +2.2% | +5.4% | -3.2% | -3.6% |
| 3Y | +22.4% | +191.0% | -168.6% | -5.0% |
| 5Y | +78.0% | +1,093.1% | -1,015.1% | +11.2% |
| All | +1,166.2% | +1,079.7% | +86.6% | +652.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling