+1,604.6%
MOD vs CNH
+162.8%
+1,441.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +1.6% |
| 7D | +9.6% | +23.3% | -13.7% | -5.1% |
| 30D | 0.0% | +33.5% | -33.4% | -18.3% |
| 3M | -35.4% | +32.7% | -68.1% | -47.4% |
| 6M | -7.3% | +22.2% | -29.5% | -20.3% |
| YTD | +45.8% | +57.7% | -11.9% | +5.0% |
| 1Y | +43.1% | +28.0% | +15.2% | +17.5% |
| 3Y | +297.7% | +11.5% | +286.1% | +246.5% |
| 5Y | +1,478.8% | +11.9% | +1,466.9% | +1,224.0% |
| All | +1,604.6% | +162.8% | +1,441.8% | +623.9% |
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