+17.1%
CDNS vs MOH
-37.5%
+54.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | +0.1% |
| 7D | -6.5% | -1.3% | -5.2% | -6.5% |
| 30D | -13.0% | +3.0% | -16.0% | -13.0% |
| 3M | -26.0% | +1.2% | -27.2% | -26.0% |
| 6M | -2.8% | +41.7% | -44.6% | -2.7% |
| YTD | -8.8% | +15.4% | -24.2% | -8.8% |
| 1Y | -15.8% | +11.8% | -27.6% | -15.8% |
| All | +17.1% | -37.5% | +54.7% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling