-16.2%
CDNS vs MOH
+18.1%
-34.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -4.0% |
| 7D | -14.0% | +0.4% | -14.4% | -14.0% |
| 30D | -13.2% | +2.9% | -16.1% | -13.1% |
| 3M | -28.9% | +4.1% | -33.0% | -28.7% |
| 6M | -4.2% | +33.8% | -38.0% | -2.6% |
| YTD | -6.4% | +15.7% | -22.1% | -5.6% |
| 1Y | -16.2% | +17.5% | -33.8% | -18.6% |
| All | -16.2% | +18.1% | -34.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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