+5,728.5%
CDNS vs CRH
+5,984.3%
-255.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -6.5% | -4.8% | -1.8% | -5.3% |
| 30D | -13.0% | -13.1% | +0.1% | -9.6% |
| 3M | -26.0% | -12.0% | -14.0% | -23.6% |
| 6M | -2.8% | -16.9% | +14.0% | +1.4% |
| YTD | -8.8% | -29.0% | +20.1% | -0.7% |
| 1Y | -15.8% | -20.3% | +4.5% | -11.2% |
| 3Y | +19.7% | +69.2% | -49.5% | +3.1% |
| 5Y | +70.8% | +94.6% | -23.9% | +40.8% |
| 10Y | +1,038.0% | +250.3% | +787.7% | +695.5% |
| All | +5,728.5% | +5,984.3% | -255.8% | +4,051.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling