+71.5%
CDNS vs LEN
-10.6%
+82.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -7.2% | -3.4% | -3.8% | -6.1% |
| 30D | -14.3% | -5.7% | -8.6% | -12.7% |
| 3M | -27.2% | -12.2% | -15.0% | -24.4% |
| 6M | -4.5% | -18.3% | +13.8% | +1.3% |
| YTD | -9.0% | -20.2% | +11.2% | -3.3% |
| 1Y | -21.3% | -40.1% | +18.7% | -7.7% |
| 3Y | +19.6% | -26.2% | +45.8% | +18.8% |
| 5Y | +71.5% | -9.8% | +81.4% | +50.5% |
| All | +71.5% | -10.6% | +82.1% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling