+6,507.0%
CDNS vs LEN
+10,606.4%
-4,099.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.0% | -5.8% | +6.7% | +2.6% |
| 30D | -2.0% | +13.7% | -15.7% | -6.1% |
| 3M | -0.2% | -3.9% | +3.6% | -0.1% |
| 6M | -8.9% | -0.4% | -8.5% | -10.1% |
| YTD | +3.3% | -16.8% | +20.2% | +6.5% |
| 1Y | +2.2% | -29.5% | +31.7% | +10.1% |
| 3Y | +22.4% | -25.6% | +48.0% | +26.1% |
| 5Y | +78.0% | -13.2% | +91.3% | +73.6% |
| 10Y | +1,175.2% | +138.5% | +1,036.7% | +763.9% |
| All | +6,507.0% | +10,606.4% | -4,099.4% | +830.6% |
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