+1,822.7%
CDNS vs XHB
+172.3%
+1,650.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.5% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | -2.0% | +9.9% | -11.9% | -7.5% |
| 3M | -0.2% | -6.3% | +6.1% | +3.0% |
| 6M | -8.9% | +3.8% | -12.7% | -12.0% |
| YTD | +3.3% | +0.1% | +3.2% | +1.0% |
| 1Y | +2.2% | -0.8% | +3.0% | +0.2% |
| 3Y | +22.4% | +35.6% | -13.2% | -2.8% |
| 5Y | +78.0% | +29.6% | +48.5% | +44.0% |
| 10Y | +1,175.2% | +237.5% | +937.7% | +471.1% |
| All | +1,822.7% | +172.3% | +1,650.4% | +523.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling