-9.9%
CDNS vs CNH
+10.5%
-20.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | 0.0% | +3.0% |
| 7D | -2.4% | -1.7% | -0.7% | -2.7% |
| 30D | -10.2% | -7.2% | -2.9% | -10.5% |
| 3M | -5.5% | +6.5% | -12.0% | -5.8% |
| 6M | -9.9% | +7.9% | -17.7% | -9.3% |
| All | -9.9% | +10.5% | -20.4% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling