-15.8%
CDNS vs LOW
-25.3%
+9.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -6.5% | -2.6% | -3.9% | -6.2% |
| 30D | -13.0% | -11.1% | -1.9% | -11.8% |
| 3M | -26.0% | -8.5% | -17.5% | -25.3% |
| 6M | -2.8% | -20.8% | +18.0% | +1.6% |
| YTD | -8.8% | -17.2% | +8.4% | -4.7% |
| 1Y | -15.8% | -24.7% | +8.9% | -3.6% |
| All | -15.8% | -25.3% | +9.4% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling