-35.2%
MOD vs CNH
+11.5%
-46.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +3.0% | +4.6% |
| 7D | -25.5% | -1.7% | -23.8% | -25.0% |
| 30D | -49.0% | -7.2% | -41.8% | -47.5% |
| 3M | -49.8% | +6.5% | -56.4% | -52.9% |
| 6M | -64.8% | +7.9% | -72.6% | -67.3% |
| YTD | -27.6% | +26.6% | -54.2% | -32.7% |
| 1Y | -35.2% | +13.8% | -49.0% | -40.3% |
| All | -35.2% | +11.5% | -46.7% | -40.3% |
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