+852.0%
MOD vs CNH
+110.7%
+741.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.9% | -3.3% | -4.8% |
| 7D | -34.2% | -0.4% | -33.8% | -34.1% |
| 30D | -51.9% | -15.2% | -36.7% | -47.0% |
| 3M | -53.0% | +4.3% | -57.3% | -55.9% |
| 6M | -66.4% | +10.1% | -76.4% | -69.9% |
| YTD | -31.5% | +23.2% | -54.7% | -43.3% |
| 1Y | -39.6% | +8.5% | -48.0% | -45.8% |
| 3Y | +116.8% | +4.1% | +112.8% | +92.1% |
| 5Y | +713.8% | -17.8% | +731.7% | +721.2% |
| All | +852.0% | +110.7% | +741.3% | +419.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling