+78.5%
CDNS vs CNH
-14.7%
+93.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | 0.0% | +2.1% |
| 7D | -2.4% | -1.7% | -0.7% | -2.0% |
| 30D | -10.2% | -7.2% | -2.9% | -8.9% |
| 3M | -5.5% | +6.5% | -12.0% | -8.2% |
| 6M | -9.9% | +7.9% | -17.7% | -13.4% |
| YTD | +2.3% | +26.6% | -24.2% | -7.6% |
| 1Y | -1.4% | +13.8% | -15.2% | -8.2% |
| 3Y | +28.1% | +9.2% | +18.9% | +16.9% |
| All | +78.5% | -14.7% | +93.2% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling