+17.0%
CDNS vs CHD
+1.8%
+15.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | 0.0% |
| 7D | -7.2% | -4.2% | -3.0% | -7.7% |
| 30D | -14.3% | -7.6% | -6.7% | -15.1% |
| 3M | -27.2% | -1.6% | -25.6% | -27.2% |
| 6M | -4.5% | -6.3% | +1.8% | -4.7% |
| YTD | -9.0% | +14.6% | -23.5% | -7.2% |
| 1Y | -21.3% | +1.6% | -22.9% | -20.6% |
| All | +17.0% | +1.8% | +15.2% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling