+1,530.3%
MOD vs CNH
+11.5%
+1,518.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +1.9% |
| 7D | +9.6% | +23.3% | -13.7% | -3.9% |
| 30D | 0.0% | +33.5% | -33.4% | -17.0% |
| 3M | -35.4% | +32.7% | -68.1% | -46.5% |
| 6M | -7.3% | +22.2% | -29.5% | -19.2% |
| YTD | +45.8% | +57.7% | -11.9% | +8.0% |
| 1Y | +43.1% | +28.0% | +15.2% | +19.9% |
| 3Y | +297.7% | +11.5% | +286.1% | +253.0% |
| All | +1,530.3% | +11.5% | +1,518.9% | +1,265.5% |
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 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