+19.4%
CDNS vs XLB
+34.9%
-15.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -2.0% | -2.2% |
| 7D | -9.2% | -0.2% | -9.0% | -9.1% |
| 30D | -16.3% | -1.7% | -14.5% | -15.1% |
| 3M | -27.9% | +4.4% | -32.3% | -30.8% |
| 6M | -4.3% | +5.0% | -9.3% | -8.8% |
| YTD | -9.1% | +15.5% | -24.6% | -20.5% |
| 1Y | -21.2% | +14.9% | -36.1% | -30.8% |
| 3Y | +19.4% | +34.5% | -15.2% | -5.6% |
| All | +19.4% | +34.9% | -15.5% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling