+77.1%
CDNS vs MOD
+1,086.9%
-1,009.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +27.9% | -31.0% | -9.0% |
| 7D | +1.0% | +40.4% | -39.5% | -7.3% |
| 30D | -2.0% | -14.0% | +12.0% | -0.3% |
| 3M | -0.2% | -33.3% | +33.1% | +6.8% |
| 6M | -8.9% | -51.4% | +42.5% | +3.4% |
| YTD | +3.3% | +1.6% | +1.7% | -4.2% |
| 1Y | +2.2% | +5.4% | -3.2% | -6.9% |
| 3Y | +22.4% | +191.0% | -168.6% | -19.7% |
| All | +77.1% | +1,086.9% | -1,009.7% | -20.4% |
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