+73.1%
CDNS vs CHTR
-82.3%
+155.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.6% |
| 7D | -6.5% | -7.1% | +0.6% | -5.6% |
| 30D | -13.0% | -10.9% | -2.1% | -11.7% |
| 3M | -26.0% | +2.0% | -28.0% | -26.7% |
| 6M | -2.8% | -35.9% | +33.1% | +2.0% |
| YTD | -8.8% | -32.7% | +23.8% | -5.4% |
| 1Y | -15.8% | -46.6% | +30.7% | -8.5% |
| 3Y | +19.7% | -66.7% | +86.5% | +41.7% |
| All | +73.1% | -82.3% | +155.4% | +139.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling