+1,166.2%
CDNS vs CHD
+196.1%
+970.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.4% |
| 7D | +1.0% | +3.6% | -2.7% | +0.2% |
| 30D | -2.0% | +10.4% | -12.4% | -4.3% |
| 3M | -0.2% | +12.2% | -12.4% | -3.0% |
| 6M | -8.9% | +19.9% | -28.8% | -13.1% |
| YTD | +3.3% | +36.4% | -33.1% | -5.3% |
| 1Y | +2.2% | +35.1% | -32.9% | -6.1% |
| 3Y | +22.4% | +29.2% | -6.8% | +10.8% |
| 5Y | +78.0% | +33.4% | +44.6% | +55.8% |
| All | +1,166.2% | +196.1% | +970.1% | +780.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling