-16.2%
CDNS vs CNH
+29.2%
-45.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.0% | -8.0% | -4.0% |
| 7D | -14.0% | +23.3% | -37.3% | -14.2% |
| 30D | -13.2% | +33.5% | -46.6% | -13.7% |
| 3M | -28.9% | +32.7% | -61.6% | -29.2% |
| 6M | -4.2% | +22.2% | -26.3% | -4.3% |
| YTD | -6.4% | +57.7% | -64.0% | -11.9% |
| 1Y | -16.2% | +28.0% | -44.2% | -13.5% |
| All | -16.2% | +29.2% | -45.4% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling