+22.4%
CDNS vs CNH
+29.5%
-7.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +1.0% | +3.0% | -2.1% | +0.5% |
| 30D | -2.0% | -0.6% | -1.4% | -2.0% |
| 3M | -0.2% | +14.6% | -14.9% | -3.6% |
| 6M | -8.9% | +11.8% | -20.7% | -11.9% |
| YTD | +3.3% | +30.4% | -27.1% | -5.5% |
| 1Y | +2.2% | +19.1% | -16.8% | -4.2% |
| 3Y | +22.4% | +30.2% | -7.8% | +13.1% |
| All | +22.4% | +29.5% | -7.1% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling