+84.5%
CDNS vs CHRW
+53.0%
+31.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +4.6% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | -4.6% | -9.4% | +4.7% | -3.0% |
| 3M | -0.8% | -13.3% | +12.5% | +1.4% |
| 6M | -7.2% | -24.2% | +16.9% | -3.5% |
| YTD | +7.7% | -18.9% | +26.5% | +9.4% |
| 1Y | +3.5% | -12.4% | +15.9% | +3.3% |
| 3Y | +31.2% | +72.2% | -41.0% | +5.8% |
| 5Y | +84.5% | +53.4% | +31.2% | +53.0% |
| All | +84.5% | +53.0% | +31.5% | +53.0% |
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 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