+85.8%
CDNS vs LEN
-7.9%
+93.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.1% | -6.4% | +6.3% | +1.9% |
| 30D | -5.5% | +15.6% | -21.1% | -10.3% |
| 3M | +0.5% | -0.8% | +1.3% | -0.1% |
| 6M | -9.6% | +0.4% | -10.0% | -11.0% |
| YTD | +5.3% | -14.1% | +19.5% | +8.3% |
| 1Y | +3.4% | -29.6% | +33.0% | +13.9% |
| 3Y | +25.9% | -23.1% | +49.0% | +23.2% |
| 5Y | +85.8% | -8.9% | +94.7% | +61.0% |
| All | +85.8% | -7.9% | +93.7% | +61.0% |
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