+6,270.2%
CDNS vs MOD
+1,544.7%
+4,725.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.3% | +1.8% | -4.0% |
| 7D | -9.1% | -34.2% | +25.0% | -1.5% |
| 30D | -13.4% | -51.9% | +38.5% | +0.1% |
| 3M | -7.6% | -53.0% | +45.4% | +6.7% |
| 6M | -11.9% | -66.4% | +54.4% | +7.7% |
| YTD | -0.4% | -31.5% | +31.2% | +2.5% |
| 1Y | -4.9% | -39.6% | +34.6% | -0.3% |
| 3Y | +24.8% | +116.8% | -92.0% | -5.5% |
| 5Y | +75.0% | +713.8% | -638.8% | -4.1% |
| 10Y | +1,149.2% | +882.7% | +266.5% | +442.5% |
| All | +6,270.2% | +1,544.7% | +4,725.5% | +1,682.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling