-21.3%
CDNS vs CHRW
+21.7%
-43.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -7.2% | +4.1% | -11.3% | -7.6% |
| 30D | -14.3% | +1.9% | -16.1% | -14.4% |
| 3M | -27.2% | -21.2% | -6.0% | -25.6% |
| 6M | -4.5% | -16.7% | +12.2% | -3.7% |
| YTD | -9.0% | -5.4% | -3.6% | -8.5% |
| 1Y | -21.3% | +21.2% | -42.5% | -21.8% |
| All | -21.3% | +21.7% | -43.0% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling