-4.2%
CDNS vs LEN
-21.0%
+16.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -14.0% | -3.2% | -10.8% | -13.5% |
| 30D | -13.2% | -4.9% | -8.3% | -12.4% |
| 3M | -28.9% | -8.5% | -20.4% | -27.5% |
| 6M | -4.2% | -20.7% | +16.5% | +2.0% |
| All | -4.2% | -21.0% | +16.8% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling