-18.4%
CDNS vs MOH
+4.9%
-23.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.6% |
| 7D | -1.1% | +1.7% | -2.8% | -1.1% |
| 30D | -10.4% | -0.9% | -9.6% | -10.5% |
| 3M | -24.6% | +5.7% | -30.3% | -24.2% |
| 6M | -1.6% | +39.1% | -40.7% | +0.8% |
| YTD | -7.4% | +17.7% | -25.1% | -6.3% |
| 1Y | -18.4% | +8.4% | -26.8% | -17.4% |
| All | -18.4% | +4.9% | -23.4% | -17.4% |
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