+1,026.7%
CDNS vs CAH
+297.3%
+729.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -6.5% | -5.1% | -1.5% | -5.5% |
| 30D | -13.0% | -1.8% | -11.2% | -12.7% |
| 3M | -26.0% | +9.4% | -35.4% | -27.6% |
| 6M | -2.8% | +9.2% | -12.1% | -5.2% |
| YTD | -8.8% | +15.7% | -24.5% | -12.6% |
| 1Y | -15.8% | +59.7% | -75.6% | -26.0% |
| 3Y | +19.7% | +178.5% | -158.7% | -9.7% |
| 5Y | +70.8% | +398.3% | -327.5% | +8.3% |
| All | +1,026.7% | +297.3% | +729.5% | +601.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling