+979.1%
CDNS vs CHRW
+4,173.0%
-3,193.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.4% |
| 7D | -14.0% | -1.4% | -12.6% | -13.6% |
| 30D | -13.2% | -3.5% | -9.7% | -12.2% |
| 3M | -28.9% | -19.4% | -9.5% | -24.5% |
| 6M | -4.2% | -21.4% | +17.2% | +2.0% |
| YTD | -6.4% | -7.1% | +0.8% | -6.7% |
| 1Y | -16.2% | +17.8% | -34.0% | -24.2% |
| 3Y | +20.2% | +78.8% | -58.6% | -10.1% |
| 5Y | +76.6% | +83.5% | -6.9% | +28.3% |
| 10Y | +1,029.7% | +160.2% | +869.4% | +588.0% |
| All | +979.1% | +4,173.0% | -3,193.9% | +166.6% |
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 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