+1,036.6%
CDNS vs CHRW
+170.5%
+866.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -7.2% | +4.1% | -11.3% | -8.2% |
| 30D | -14.3% | +1.9% | -16.1% | -14.7% |
| 3M | -27.2% | -21.2% | -6.0% | -23.3% |
| 6M | -4.5% | -16.7% | +12.2% | -1.4% |
| YTD | -9.0% | -5.4% | -3.6% | -9.8% |
| 1Y | -21.3% | +21.2% | -42.5% | -28.0% |
| 3Y | +19.6% | +86.5% | -66.9% | -7.2% |
| 5Y | +71.5% | +93.0% | -21.5% | +29.4% |
| 10Y | +1,036.6% | +174.5% | +862.1% | +621.9% |
| All | +1,036.6% | +170.5% | +866.0% | +621.9% |
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