+1,026.7%
CDNS vs LOW
+233.1%
+793.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -6.5% | -2.6% | -3.9% | -5.4% |
| 30D | -13.0% | -11.1% | -1.9% | -8.3% |
| 3M | -26.0% | -8.5% | -17.5% | -23.4% |
| 6M | -2.8% | -20.8% | +18.0% | +6.8% |
| YTD | -8.8% | -17.2% | +8.4% | -2.2% |
| 1Y | -15.8% | -24.7% | +8.9% | -5.7% |
| 3Y | +19.7% | -9.7% | +29.5% | +20.7% |
| 5Y | +70.8% | +6.0% | +64.8% | +57.9% |
| All | +1,026.7% | +233.1% | +793.6% | +588.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 10y: compounded portfolio wealth divided by compounded LOW 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…
10y analysis · Full analysis span regression · 6 months rolling