+1,642.3%
CDNS vs XHB
+173.9%
+1,468.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.5% |
| 7D | -14.0% | -1.3% | -12.7% | -13.3% |
| 30D | -13.2% | -6.9% | -6.3% | -9.6% |
| 3M | -28.9% | -1.3% | -27.6% | -28.9% |
| 6M | -4.2% | -6.8% | +2.6% | -1.5% |
| YTD | -6.4% | +0.7% | -7.1% | -8.3% |
| 1Y | -16.2% | -11.2% | -5.0% | -12.0% |
| 3Y | +20.2% | +25.3% | -5.2% | +0.4% |
| 5Y | +76.6% | +37.3% | +39.3% | +38.9% |
| 10Y | +1,029.7% | +211.5% | +818.2% | +431.6% |
| All | +1,642.3% | +173.9% | +1,468.4% | +466.4% |
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