+5,711.3%
CDNS vs CAH
+14,665.6%
-8,954.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.1% |
| 7D | -9.2% | +0.5% | -9.7% | -9.4% |
| 30D | -16.3% | +1.7% | -18.0% | -16.8% |
| 3M | -27.9% | +17.9% | -45.8% | -31.8% |
| 6M | -4.3% | +10.9% | -15.3% | -8.2% |
| YTD | -9.1% | +17.9% | -27.0% | -14.8% |
| 1Y | -21.2% | +61.7% | -82.9% | -33.8% |
| 3Y | +19.4% | +183.7% | -164.4% | -17.5% |
| 5Y | +71.6% | +401.3% | -329.7% | -3.3% |
| 10Y | +1,005.1% | +293.7% | +711.4% | +524.6% |
| All | +5,711.3% | +14,665.6% | -8,954.2% | +939.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling