+1,026.7%
CDNS vs XLB
+162.9%
+863.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.1% |
| 7D | -6.5% | -3.5% | -3.0% | -3.8% |
| 30D | -13.0% | -4.7% | -8.3% | -9.6% |
| 3M | -26.0% | +2.7% | -28.7% | -28.0% |
| 6M | -2.8% | +2.6% | -5.4% | -5.6% |
| YTD | -8.8% | +12.8% | -21.7% | -18.2% |
| 1Y | -15.8% | +14.0% | -29.8% | -25.2% |
| 3Y | +19.7% | +31.5% | -11.7% | -5.4% |
| 5Y | +70.8% | +33.4% | +37.3% | +34.1% |
| All | +1,026.7% | +162.9% | +863.9% | +430.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling