+1,044.2%
CDNS vs LEN
+108.0%
+936.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.9% |
| 7D | -1.1% | -4.8% | +3.6% | +0.3% |
| 30D | -10.4% | -6.6% | -3.9% | -8.7% |
| 3M | -24.6% | -15.7% | -8.9% | -21.0% |
| 6M | -1.6% | -16.6% | +15.0% | +3.0% |
| YTD | -7.4% | -21.3% | +13.9% | -1.8% |
| 1Y | -18.4% | -42.0% | +23.6% | -5.3% |
| 3Y | +19.0% | -27.9% | +46.9% | +24.0% |
| 5Y | +73.4% | -10.7% | +84.1% | +64.7% |
| All | +1,044.2% | +108.0% | +936.2% | +689.6% |
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