+1,235.1%
CDNS vs CNH
+107.8%
+1,127.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.3% |
| 7D | +2.4% | +4.5% | -2.1% | +1.2% |
| 30D | -6.0% | +7.6% | -13.6% | -8.1% |
| 3M | -0.1% | +17.0% | -17.1% | -5.8% |
| 6M | -8.6% | +12.9% | -21.5% | -13.7% |
| YTD | +6.1% | +34.3% | -28.2% | -6.3% |
| 1Y | +0.8% | +28.5% | -27.7% | -9.9% |
| 3Y | +26.8% | +31.9% | -5.1% | +9.3% |
| 5Y | +86.9% | -9.6% | +96.5% | +76.9% |
| 10Y | +1,235.1% | +106.3% | +1,128.8% | +838.8% |
| All | +1,235.1% | +107.8% | +1,127.3% | +838.8% |
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