+1,044.2%
CDNS vs CRH
+253.3%
+790.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.1% |
| 7D | -1.1% | -6.1% | +4.9% | +1.8% |
| 30D | -10.4% | -9.3% | -1.2% | -6.3% |
| 3M | -24.6% | -15.2% | -9.4% | -18.9% |
| 6M | -1.6% | -14.2% | +12.6% | +4.0% |
| YTD | -7.4% | -28.3% | +20.8% | +6.7% |
| 1Y | -18.4% | -21.8% | +3.4% | -10.1% |
| 3Y | +19.0% | +71.6% | -52.7% | -11.6% |
| 5Y | +73.4% | +96.6% | -23.2% | +17.9% |
| All | +1,044.2% | +253.3% | +790.9% | +458.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling