-21.3%
CDNS vs CNH
+22.6%
-43.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.2% |
| 7D | -7.2% | +1.8% | -9.0% | -7.2% |
| 30D | -14.3% | +32.6% | -46.9% | -14.9% |
| 3M | -27.2% | +29.4% | -56.6% | -27.6% |
| 6M | -4.5% | +26.0% | -30.5% | -5.3% |
| YTD | -9.0% | +52.2% | -61.2% | -14.3% |
| 1Y | -21.3% | +23.9% | -45.2% | -19.0% |
| All | -21.3% | +22.6% | -43.9% | -19.0% |
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