+4.3%
CDNS vs CNH
+26.4%
-22.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -0.1% | +6.7% | -6.7% | 0.0% |
| 30D | -5.5% | +7.2% | -12.7% | -5.3% |
| 3M | +0.5% | +17.5% | -17.0% | +0.2% |
| 6M | -9.6% | +15.0% | -24.5% | -9.5% |
| YTD | +5.3% | +36.8% | -31.4% | -0.4% |
| All | +4.3% | +26.4% | -22.0% | +1.9% |
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