+1,166.2%
CDNS vs CHRW
+128.6%
+1,037.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | +1.0% | +7.3% | -6.3% | -0.8% |
| 30D | -2.0% | -3.6% | +1.6% | -1.3% |
| 3M | -0.2% | -9.6% | +9.3% | +1.5% |
| 6M | -8.9% | -17.0% | +8.1% | -6.4% |
| YTD | +3.3% | -15.4% | +18.8% | +4.5% |
| 1Y | +2.2% | -10.0% | +12.2% | +1.5% |
| 3Y | +22.4% | +82.2% | -59.8% | -5.9% |
| 5Y | +78.0% | +59.4% | +18.7% | +41.1% |
| All | +1,166.2% | +128.6% | +1,037.6% | +754.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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