+86.9%
CDNS vs MOD
+796.3%
-709.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.8% |
| 7D | +2.4% | -17.8% | +20.3% | +6.1% |
| 30D | -6.0% | -43.2% | +37.2% | +5.8% |
| 3M | -0.1% | -46.0% | +46.0% | +13.0% |
| 6M | -8.6% | -62.2% | +53.7% | +10.7% |
| YTD | +6.1% | -22.8% | +28.9% | +5.5% |
| 1Y | +0.8% | -35.5% | +36.3% | +4.0% |
| 3Y | +26.8% | +128.2% | -101.4% | -11.3% |
| 5Y | +86.9% | +791.6% | -704.7% | -10.0% |
| All | +86.9% | +796.3% | -709.4% | -10.0% |
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