+1,140.7%
CDNS vs CHRW
+3,633.2%
-2,492.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +4.2% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | -4.6% | -9.4% | +4.7% | -1.7% |
| 3M | -0.8% | -13.3% | +12.5% | +3.0% |
| 6M | -7.2% | -24.2% | +16.9% | -0.6% |
| YTD | +7.7% | -18.9% | +26.5% | +11.2% |
| 1Y | +3.5% | -12.4% | +15.9% | +3.9% |
| 3Y | +31.2% | +72.2% | -41.0% | -1.8% |
| 5Y | +84.5% | +53.4% | +31.2% | +41.4% |
| 10Y | +1,242.9% | +127.0% | +1,115.9% | +748.9% |
| All | +1,140.7% | +3,633.2% | -2,492.5% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling