+17.0%
CDNS vs LOW
-9.4%
+26.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -7.2% | -0.6% | -6.6% | -7.0% |
| 30D | -14.3% | -9.3% | -5.0% | -11.6% |
| 3M | -27.2% | -8.1% | -19.1% | -25.4% |
| 6M | -4.5% | -19.8% | +15.2% | +2.6% |
| YTD | -9.0% | -16.4% | +7.4% | -4.1% |
| 1Y | -21.3% | -24.7% | +3.3% | -13.3% |
| All | +17.0% | -9.4% | +26.4% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling