+2,268.0%
CDNS vs CNH
+32.2%
+2,235.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | 0.0% | +2.0% |
| 7D | -2.4% | -1.7% | -0.7% | -2.0% |
| 30D | -10.2% | -7.2% | -2.9% | -8.7% |
| 3M | -5.5% | +6.5% | -12.0% | -8.3% |
| 6M | -9.9% | +7.9% | -17.7% | -13.5% |
| YTD | +2.3% | +26.6% | -24.2% | -7.2% |
| 1Y | -1.4% | +13.8% | -15.2% | -8.1% |
| 3Y | +28.1% | +9.2% | +18.9% | +17.8% |
| 5Y | +79.7% | -15.6% | +95.3% | +74.2% |
| 10Y | +1,183.3% | +119.2% | +1,064.1% | +820.6% |
| All | +2,268.0% | +32.2% | +2,235.8% | +1,633.5% |
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