+71.6%
CDNS vs CHRW
+90.3%
-18.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.3% |
| 7D | -9.2% | +1.9% | -11.2% | -9.6% |
| 30D | -16.3% | +0.9% | -17.2% | -16.5% |
| 3M | -27.9% | -19.9% | -8.1% | -25.1% |
| 6M | -4.3% | -15.8% | +11.5% | -2.1% |
| YTD | -9.1% | -5.6% | -3.5% | -9.8% |
| 1Y | -21.2% | +21.0% | -42.3% | -26.9% |
| 3Y | +19.4% | +86.0% | -66.7% | -3.8% |
| 5Y | +71.6% | +88.6% | -17.0% | +33.6% |
| All | +71.6% | +90.3% | -18.7% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling