-62.1%
MOD vs CNH
+11.5%
-73.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.2% | -21.3% | -21.4% |
| 7D | -31.3% | +6.5% | -37.8% | -32.3% |
| 30D | -46.1% | -12.0% | -34.2% | -44.3% |
| 3M | -51.1% | +4.4% | -55.5% | -53.1% |
| 6M | -62.1% | +15.7% | -77.7% | -65.1% |
| All | -62.1% | +11.5% | -73.6% | -65.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling