-16.2%
CDNS vs CHD
+7.1%
-23.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.0% | -2.7% | -11.3% | -14.4% |
| 30D | -13.2% | -4.6% | -8.5% | -13.9% |
| 3M | -28.9% | +5.0% | -33.9% | -27.9% |
| 6M | -4.2% | -3.2% | -1.0% | -3.2% |
| YTD | -6.4% | +18.6% | -25.0% | -3.6% |
| 1Y | -16.2% | +4.8% | -21.0% | -10.6% |
| All | -16.2% | +7.1% | -23.3% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling