+5,887.0%
CDNS vs LOW
+35,323.5%
-29,436.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.5% |
| 7D | -14.0% | -1.7% | -12.3% | -13.4% |
| 30D | -13.2% | -7.0% | -6.1% | -10.8% |
| 3M | -28.9% | -0.9% | -28.0% | -29.1% |
| 6M | -4.2% | -20.1% | +15.9% | +3.2% |
| YTD | -6.4% | -13.9% | +7.5% | -2.2% |
| 1Y | -16.2% | -21.1% | +4.9% | -9.7% |
| 3Y | +20.2% | -6.6% | +26.8% | +20.1% |
| 5Y | +76.6% | +9.4% | +67.3% | +65.7% |
| 10Y | +1,029.7% | +220.5% | +809.2% | +584.9% |
| All | +5,887.0% | +35,323.5% | -29,436.4% | +524.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling