+1,122.6%
CDNS vs CHRW
+3,633.2%
-2,510.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.4% | -3.4% | +5.8% | +3.7% |
| 30D | -6.0% | -9.4% | +3.4% | -3.1% |
| 3M | -0.1% | -12.6% | +12.6% | +3.5% |
| 6M | -8.6% | -24.2% | +15.6% | -2.1% |
| YTD | +6.1% | -18.9% | +25.0% | +9.6% |
| 1Y | +0.8% | -13.7% | +14.5% | +1.8% |
| 3Y | +26.8% | +72.6% | -45.8% | -5.2% |
| 5Y | +86.9% | +55.6% | +31.3% | +42.4% |
| 10Y | +1,235.1% | +122.7% | +1,112.4% | +750.1% |
| All | +1,122.6% | +3,633.2% | -2,510.6% | +213.2% |
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