+17.1%
CDNS vs CHTR
-66.9%
+84.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.2% |
| 7D | -6.5% | -7.1% | +0.6% | -6.0% |
| 30D | -13.0% | -10.9% | -2.1% | -12.3% |
| 3M | -26.0% | +2.0% | -28.0% | -26.3% |
| 6M | -2.8% | -35.9% | +33.1% | -0.5% |
| YTD | -8.8% | -32.7% | +23.8% | -7.1% |
| 1Y | -15.8% | -46.6% | +30.7% | -11.6% |
| All | +17.1% | -66.9% | +84.0% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 3y: compounded portfolio wealth divided by compounded CHTR 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…
3y analysis · Full analysis span regression · 6 months rolling