+71.5%
CDNS vs XHB
+34.8%
+36.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.0% |
| 7D | -7.2% | -1.9% | -5.3% | -6.2% |
| 30D | -14.3% | -8.3% | -5.9% | -9.9% |
| 3M | -27.2% | -7.1% | -20.0% | -24.6% |
| 6M | -4.5% | -5.3% | +0.7% | -2.9% |
| YTD | -9.0% | -3.2% | -5.8% | -9.0% |
| 1Y | -21.3% | -13.9% | -7.5% | -15.6% |
| 3Y | +19.6% | +24.9% | -5.3% | -5.0% |
| 5Y | +71.5% | +34.5% | +37.0% | +34.0% |
| All | +71.5% | +34.8% | +36.7% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling