+713.8%
MOD vs CNH
-17.9%
+731.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.9% | -3.3% | -5.0% |
| 7D | -34.2% | -0.4% | -33.8% | -34.1% |
| 30D | -51.9% | -15.2% | -36.7% | -47.5% |
| 3M | -53.0% | +4.3% | -57.3% | -55.7% |
| 6M | -66.4% | +10.1% | -76.4% | -69.6% |
| YTD | -31.5% | +23.2% | -54.7% | -42.4% |
| 1Y | -39.6% | +8.5% | -48.0% | -45.3% |
| 3Y | +116.8% | +4.1% | +112.8% | +94.8% |
| 5Y | +713.8% | -17.8% | +731.7% | +709.8% |
| All | +713.8% | -17.9% | +731.7% | +709.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling