+5,711.3%
CDNS vs OXY
+1,377.9%
+4,333.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -4.0% | -3.2% |
| 7D | -9.2% | -0.5% | -8.7% | -9.1% |
| 30D | -16.3% | +8.5% | -24.7% | -18.0% |
| 3M | -27.9% | +6.0% | -33.9% | -29.4% |
| 6M | -4.3% | +13.0% | -17.3% | -8.3% |
| YTD | -9.1% | +48.9% | -58.0% | -18.9% |
| 1Y | -21.2% | +36.4% | -57.6% | -28.4% |
| 3Y | +19.4% | -2.3% | +21.7% | +15.6% |
| 5Y | +71.6% | +160.6% | -89.0% | +24.0% |
| 10Y | +1,005.1% | +2.0% | +1,003.1% | +743.7% |
| All | +5,711.3% | +1,377.9% | +4,333.4% | +2,354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling