+2,391.0%
CDNS vs CNH
+46.6%
+2,344.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.9% | -5.7% | +2.5% |
| 7D | +2.1% | +8.6% | -6.4% | 0.0% |
| 30D | -4.6% | +12.6% | -17.2% | -7.7% |
| 3M | -0.8% | +17.5% | -18.3% | -6.1% |
| 6M | -7.2% | +18.1% | -25.3% | -13.0% |
| YTD | +7.7% | +40.4% | -32.7% | -5.0% |
| 1Y | +3.5% | +34.0% | -30.5% | -7.6% |
| 3Y | +31.2% | +35.3% | -4.1% | +14.1% |
| 5Y | +84.5% | -5.1% | +89.6% | +73.6% |
| 10Y | +1,242.9% | +124.0% | +1,118.9% | +853.3% |
| All | +2,391.0% | +46.6% | +2,344.4% | +1,676.1% |
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 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