-1.1%
CDNS vs CRH
-13.9%
+12.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.9% | +0.4% |
| 7D | -3.8% | +14.2% | -17.9% | -6.9% |
| 30D | -6.8% | +19.5% | -26.3% | -10.9% |
| 3M | -3.3% | +0.4% | -3.6% | -3.0% |
| 6M | -5.7% | -10.1% | +4.4% | -2.5% |
| YTD | +5.4% | -19.9% | +25.4% | +13.8% |
| 1Y | -1.1% | -14.8% | +13.7% | +4.0% |
| All | -1.1% | -13.9% | +12.8% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling