+1,026.7%
CDNS vs CHD
+125.6%
+901.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -6.5% | -4.7% | -1.8% | -5.5% |
| 30D | -13.0% | -8.3% | -4.7% | -11.2% |
| 3M | -26.0% | -4.0% | -22.0% | -25.4% |
| 6M | -2.8% | -6.5% | +3.7% | -1.7% |
| YTD | -8.8% | +13.1% | -21.9% | -12.6% |
| 1Y | -15.8% | +2.3% | -18.1% | -17.2% |
| 3Y | +19.7% | +1.8% | +17.9% | +15.2% |
| 5Y | +70.8% | +20.6% | +50.2% | +51.3% |
| All | +1,026.7% | +125.6% | +901.1% | +735.0% |
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