+1,032.7%
CDNS vs MOD
+1,642.7%
-610.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.3% | -8.3% | -4.7% |
| 7D | -14.0% | +9.6% | -23.6% | -15.4% |
| 30D | -13.2% | 0.0% | -13.2% | -13.3% |
| 3M | -28.9% | -35.4% | +6.5% | -24.2% |
| 6M | -4.2% | -7.3% | +3.1% | -4.6% |
| YTD | -6.4% | +45.8% | -52.2% | -14.7% |
| 1Y | -16.2% | +43.1% | -59.4% | -24.2% |
| 3Y | +20.2% | +297.7% | -277.5% | -10.4% |
| 5Y | +76.6% | +1,478.8% | -1,402.1% | +6.2% |
| All | +1,032.7% | +1,642.7% | -610.0% | +514.6% |
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 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