+21.2%
CDNS vs CHRW
+81.1%
-59.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.1% |
| 7D | -14.0% | -1.4% | -12.6% | -13.9% |
| 30D | -13.2% | -3.5% | -9.7% | -12.8% |
| 3M | -28.9% | -19.4% | -9.5% | -27.3% |
| 6M | -4.2% | -21.4% | +17.2% | -2.0% |
| YTD | -6.4% | -7.1% | +0.8% | -6.4% |
| 1Y | -16.2% | +17.8% | -34.0% | -18.8% |
| All | +21.2% | +81.1% | -59.8% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling