+966.8%
MOD vs CNH
+134.0%
+832.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.9% | -1.0% | +2.9% |
| 7D | -13.9% | +8.6% | -22.5% | -18.1% |
| 30D | -41.5% | +12.6% | -54.1% | -46.1% |
| 3M | -45.7% | +17.5% | -63.2% | -52.7% |
| 6M | -61.1% | +18.1% | -79.2% | -66.6% |
| YTD | -20.5% | +40.4% | -60.9% | -39.3% |
| 1Y | -32.1% | +34.0% | -66.1% | -46.7% |
| 3Y | +146.5% | +35.3% | +111.2% | +85.4% |
| 5Y | +812.7% | -5.1% | +817.8% | +740.3% |
| 10Y | +966.8% | +124.0% | +842.8% | +451.5% |
| All | +966.8% | +134.0% | +832.9% | +451.5% |
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