+5,887.0%
CDNS vs LEN
+10,533.4%
-4,646.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -14.0% | -3.2% | -10.8% | -13.2% |
| 30D | -13.2% | -4.9% | -8.3% | -12.0% |
| 3M | -28.9% | -8.5% | -20.4% | -27.5% |
| 6M | -4.2% | -20.7% | +16.5% | +1.5% |
| YTD | -6.4% | -17.4% | +11.1% | -2.4% |
| 1Y | -16.2% | -38.2% | +22.0% | -5.7% |
| 3Y | +20.2% | -24.9% | +45.0% | +24.4% |
| 5Y | +76.6% | -11.4% | +88.1% | +72.7% |
| 10Y | +1,029.7% | +110.0% | +919.6% | +699.6% |
| All | +5,887.0% | +10,533.4% | -4,646.4% | +752.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling