-1.1%
CDNS vs XLB
+29.8%
-30.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.8% |
| 7D | -3.8% | +3.9% | -7.7% | -5.2% |
| 30D | -6.8% | +8.9% | -15.7% | -9.9% |
| 3M | -3.3% | +4.1% | -7.4% | -4.6% |
| 6M | -5.7% | +7.3% | -13.0% | -8.4% |
| YTD | +5.4% | +20.4% | -15.0% | +0.3% |
| 1Y | -1.1% | +29.5% | -30.7% | -7.0% |
| All | -1.1% | +29.8% | -30.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling