+71.6%
CDNS vs XLB
+35.6%
+36.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -2.0% | -2.1% |
| 7D | -9.2% | -0.2% | -9.0% | -9.1% |
| 30D | -16.3% | -1.7% | -14.5% | -15.0% |
| 3M | -27.9% | +4.4% | -32.3% | -31.0% |
| 6M | -4.3% | +5.0% | -9.3% | -9.2% |
| YTD | -9.1% | +15.5% | -24.6% | -21.2% |
| 1Y | -21.2% | +14.9% | -36.1% | -31.5% |
| 3Y | +19.4% | +34.5% | -15.2% | -11.1% |
| 5Y | +71.6% | +36.5% | +35.1% | +28.2% |
| All | +71.6% | +35.6% | +36.0% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling