+1,084.4%
CDNS vs XLB
+834.1%
+250.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | -6.0% | +6.9% | -12.9% | -10.6% |
| 3M | -0.1% | -0.2% | +0.1% | -0.1% |
| 6M | -8.6% | +3.3% | -11.9% | -11.2% |
| YTD | +6.1% | +18.0% | -11.9% | -7.0% |
| 1Y | +0.8% | +24.2% | -23.4% | -15.1% |
| 3Y | +26.8% | +44.7% | -17.9% | -4.2% |
| 5Y | +86.9% | +31.6% | +55.3% | +52.2% |
| 10Y | +1,235.1% | +164.2% | +1,070.9% | +542.4% |
| All | +1,084.4% | +834.1% | +250.3% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling