-39.6%
MOD vs CNH
+10.4%
-49.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.9% | -3.3% | -5.7% |
| 7D | -34.2% | -0.4% | -33.8% | -34.1% |
| 30D | -51.9% | -15.2% | -36.7% | -48.6% |
| 3M | -53.0% | +4.3% | -57.3% | -55.6% |
| 6M | -66.4% | +10.1% | -76.4% | -69.4% |
| YTD | -31.5% | +23.2% | -54.7% | -35.8% |
| 1Y | -39.6% | +8.5% | -48.0% | -43.8% |
| All | -39.6% | +10.4% | -49.9% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling