+2.2%
CDNS vs MOD
-6.2%
+8.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +27.9% | -31.0% | -6.0% |
| 7D | +1.0% | +40.4% | -39.5% | -3.3% |
| 30D | -2.0% | -14.0% | +12.0% | -0.6% |
| 3M | -0.2% | -33.3% | +33.1% | +4.0% |
| 6M | -8.9% | -51.4% | +42.5% | -2.2% |
| YTD | +3.3% | +1.6% | +1.7% | +8.4% |
| 1Y | +2.2% | +5.4% | -3.2% | +6.2% |
| All | +2.2% | -6.2% | +8.4% | +6.2% |
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