+1,026.7%
CDNS vs XHB
+210.4%
+816.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +1.5% |
| 7D | -6.5% | -5.2% | -1.3% | -3.6% |
| 30D | -13.0% | -12.1% | -0.9% | -6.2% |
| 3M | -26.0% | -6.2% | -19.8% | -23.8% |
| 6M | -2.8% | -6.7% | +3.9% | -0.3% |
| YTD | -8.8% | -5.5% | -3.4% | -7.5% |
| 1Y | -15.8% | -15.6% | -0.2% | -8.7% |
| 3Y | +19.7% | +22.0% | -2.3% | -0.5% |
| 5Y | +70.8% | +31.8% | +38.9% | +33.3% |
| All | +1,026.7% | +210.4% | +816.3% | +420.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling