+2,898.2%
LITE vs CDNS
+1,492.2%
+1,406.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.5% | -13.2% | -15.1% |
| 7D | -44.6% | -9.1% | -35.4% | -40.7% |
| 30D | -55.0% | -13.4% | -41.6% | -50.1% |
| 3M | -38.3% | -7.6% | -30.7% | -34.4% |
| 6M | -48.8% | -11.9% | -36.8% | -44.0% |
| YTD | +38.3% | -0.4% | +38.7% | +36.3% |
| 1Y | +119.0% | -4.9% | +123.9% | +123.0% |
| 3Y | +1,092.0% | +24.8% | +1,067.2% | +920.3% |
| 5Y | +446.1% | +75.0% | +371.1% | +264.2% |
| 10Y | +1,381.7% | +1,149.2% | +232.5% | +226.0% |
| All | +2,898.2% | +1,492.2% | +1,406.1% | +533.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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