-15.8%
CDNS vs LEN
-42.7%
+26.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.7% | +0.6% |
| 7D | -6.5% | -7.8% | +1.2% | -5.6% |
| 30D | -13.0% | -11.0% | -2.0% | -11.8% |
| 3M | -26.0% | -12.8% | -13.2% | -24.9% |
| 6M | -2.8% | -20.2% | +17.4% | -1.1% |
| YTD | -8.8% | -23.0% | +14.2% | -6.3% |
| 1Y | -15.8% | -41.8% | +26.0% | -12.1% |
| All | -15.8% | -42.7% | +26.9% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling