+6,507.0%
CDNS vs CHD
+11,766.8%
-5,259.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.5% |
| 7D | +1.0% | +3.6% | -2.7% | 0.0% |
| 30D | -2.0% | +10.4% | -12.4% | -4.7% |
| 3M | -0.2% | +12.2% | -12.4% | -3.5% |
| 6M | -8.9% | +19.9% | -28.8% | -13.8% |
| YTD | +3.3% | +36.4% | -33.1% | -6.1% |
| 1Y | +2.2% | +35.1% | -32.9% | -7.0% |
| 3Y | +22.4% | +29.2% | -6.8% | +10.8% |
| 5Y | +78.0% | +33.4% | +44.6% | +57.8% |
| 10Y | +1,175.2% | +195.0% | +980.2% | +787.1% |
| All | +6,507.0% | +11,766.8% | -5,259.8% | +1,695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling