+86.9%
CDNS vs XLB
+30.8%
+56.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | +2.4% | +0.5% | +1.9% | +2.1% |
| 30D | -6.0% | +6.9% | -12.9% | -11.3% |
| 3M | -0.1% | -0.2% | +0.1% | -0.1% |
| 6M | -8.6% | +3.3% | -11.9% | -11.7% |
| YTD | +6.1% | +18.0% | -11.9% | -9.9% |
| 1Y | +0.8% | +24.2% | -23.4% | -18.6% |
| 3Y | +26.8% | +44.7% | -17.9% | -11.9% |
| 5Y | +86.9% | +31.6% | +55.3% | +47.6% |
| All | +86.9% | +30.8% | +56.1% | +47.6% |
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 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