+2,066.5%
CDNS vs CNH
+64.7%
+2,001.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.0% | -8.0% | -5.0% |
| 7D | -14.0% | +23.3% | -37.3% | -18.9% |
| 30D | -13.2% | +33.5% | -46.6% | -20.0% |
| 3M | -28.9% | +32.7% | -61.6% | -34.7% |
| 6M | -4.2% | +22.2% | -26.3% | -10.8% |
| YTD | -6.4% | +57.7% | -64.0% | -19.3% |
| 1Y | -16.2% | +28.0% | -44.2% | -23.5% |
| 3Y | +20.2% | +11.5% | +8.6% | +11.2% |
| 5Y | +76.6% | +11.9% | +64.8% | +59.9% |
| 10Y | +1,029.7% | +162.8% | +866.9% | +676.0% |
| All | +2,066.5% | +64.7% | +2,001.9% | +1,408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling