+1,166.2%
CDNS vs LEN
+136.9%
+1,029.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.0% | -5.8% | +6.7% | +2.7% |
| 30D | -2.0% | +13.7% | -15.7% | -6.3% |
| 3M | -0.2% | -3.9% | +3.6% | 0.0% |
| 6M | -8.9% | -0.4% | -8.5% | -10.2% |
| YTD | +3.3% | -16.8% | +20.2% | +6.8% |
| 1Y | +2.2% | -29.5% | +31.7% | +10.9% |
| 3Y | +22.4% | -25.6% | +48.0% | +25.4% |
| 5Y | +78.0% | -13.2% | +91.3% | +68.9% |
| All | +1,166.2% | +136.9% | +1,029.3% | +715.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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