+6,507.0%
CDNS vs LOW
+39,607.0%
-33,100.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +1.0% | +1.4% | -0.5% | +0.5% |
| 30D | -2.0% | +21.7% | -23.7% | -9.3% |
| 3M | -0.2% | +5.0% | -5.3% | -2.7% |
| 6M | -8.9% | +4.6% | -13.5% | -11.7% |
| YTD | +3.3% | -3.5% | +6.8% | +2.8% |
| 1Y | +2.2% | +0.5% | +1.7% | -0.1% |
| 3Y | +22.4% | +24.8% | -2.4% | +9.0% |
| 5Y | +78.0% | +6.5% | +71.6% | +67.5% |
| 10Y | +1,175.2% | +294.6% | +880.7% | +612.4% |
| All | +6,507.0% | +39,607.0% | -33,100.0% | +556.2% |
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