+0.8%
CDNS vs MOD
-35.8%
+36.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.1% |
| 7D | +2.4% | -17.8% | +20.3% | +4.3% |
| 30D | -6.0% | -43.2% | +37.2% | +0.2% |
| 3M | -0.1% | -46.0% | +46.0% | +6.9% |
| 6M | -8.6% | -62.2% | +53.7% | +1.4% |
| YTD | +6.1% | -22.8% | +28.9% | +14.4% |
| 1Y | +0.8% | -35.5% | +36.3% | +11.3% |
| All | +0.8% | -35.8% | +36.6% | +11.3% |
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