+75.8%
CDNS vs MOH
-19.7%
+95.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.4% |
| 7D | -1.1% | +1.7% | -2.8% | -1.3% |
| 30D | -10.4% | -0.9% | -9.6% | -10.4% |
| 3M | -24.6% | +5.7% | -30.3% | -25.0% |
| 6M | -1.6% | +39.1% | -40.7% | -4.5% |
| YTD | -7.4% | +17.7% | -25.1% | -9.5% |
| 1Y | -18.4% | +8.4% | -26.8% | -19.8% |
| 3Y | +19.0% | -36.6% | +55.5% | +21.2% |
| All | +75.8% | -19.7% | +95.4% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling