+17.1%
CDNS vs OXY
-1.7%
+18.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -6.5% | +1.4% | -7.9% | -6.7% |
| 30D | -13.0% | +4.0% | -17.0% | -13.4% |
| 3M | -26.0% | +7.6% | -33.6% | -26.7% |
| 6M | -2.8% | +16.2% | -19.0% | -5.9% |
| YTD | -8.8% | +50.8% | -59.7% | -16.8% |
| 1Y | -15.8% | +34.7% | -50.5% | -21.3% |
| All | +17.1% | -1.7% | +18.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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