+6,634.9%
CDNS vs LEN
+10,954.7%
-4,319.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.1% | -6.4% | +6.3% | +1.8% |
| 30D | -5.5% | +15.6% | -21.1% | -9.8% |
| 3M | +0.5% | -0.8% | +1.3% | -0.2% |
| 6M | -9.6% | +0.4% | -10.0% | -10.9% |
| YTD | +5.3% | -14.1% | +19.5% | +7.6% |
| 1Y | +3.4% | -29.6% | +33.0% | +11.4% |
| 3Y | +25.9% | -23.1% | +49.0% | +28.6% |
| 5Y | +85.8% | -8.9% | +94.7% | +78.8% |
| 10Y | +1,199.9% | +146.2% | +1,053.7% | +773.0% |
| All | +6,634.9% | +10,954.7% | -4,319.8% | +840.3% |
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