+22.4%
CDNS vs XEL
+53.0%
-30.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +1.0% | +2.4% | -1.5% | +1.6% |
| 30D | -2.0% | +8.3% | -10.3% | +0.2% |
| 3M | -0.2% | +4.2% | -4.4% | +1.1% |
| 6M | -8.9% | +3.7% | -12.6% | -7.5% |
| YTD | +3.3% | +13.1% | -9.7% | +6.9% |
| 1Y | +2.2% | +5.0% | -2.8% | +4.4% |
| 3Y | +22.4% | +55.0% | -32.6% | +38.3% |
| All | +22.4% | +53.0% | -30.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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