+5,711.3%
CDNS vs XEL
+1,965.5%
+3,745.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.5% | -3.4% |
| 7D | -9.2% | +1.3% | -10.5% | -9.6% |
| 30D | -16.3% | -1.5% | -14.7% | -15.9% |
| 3M | -27.9% | -0.2% | -27.7% | -28.0% |
| 6M | -4.3% | -5.4% | +1.1% | -3.4% |
| YTD | -9.1% | +5.6% | -14.8% | -11.6% |
| 1Y | -21.2% | +10.5% | -31.7% | -24.8% |
| 3Y | +19.4% | +49.2% | -29.8% | +0.6% |
| 5Y | +71.6% | +30.1% | +41.5% | +50.5% |
| 10Y | +1,005.1% | +146.7% | +858.4% | +674.4% |
| All | +5,711.3% | +1,965.5% | +3,745.8% | +1,452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling