+1,005.1%
CDNS vs CNH
+152.9%
+852.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.6% | -1.4% |
| 7D | -9.2% | +8.8% | -18.0% | -11.6% |
| 30D | -16.3% | +24.7% | -40.9% | -21.8% |
| 3M | -27.9% | +27.3% | -55.3% | -33.5% |
| 6M | -4.3% | +23.2% | -27.5% | -11.7% |
| YTD | -9.1% | +48.9% | -58.0% | -21.4% |
| 1Y | -21.2% | +19.4% | -40.6% | -27.2% |
| 3Y | +19.4% | +7.8% | +11.6% | +10.6% |
| 5Y | +71.6% | +8.7% | +62.9% | +54.8% |
| 10Y | +1,005.1% | +149.5% | +855.5% | +609.4% |
| All | +1,005.1% | +152.9% | +852.1% | +609.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling