+1,075.9%
CDNS vs XLB
+837.1%
+238.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | -0.1% | -1.6% | +1.6% | +1.2% |
| 30D | -5.5% | +7.2% | -12.7% | -10.3% |
| 3M | +0.5% | 0.0% | +0.5% | +0.3% |
| 6M | -9.6% | +2.3% | -11.9% | -11.6% |
| YTD | +5.3% | +18.4% | -13.1% | -7.9% |
| 1Y | +3.4% | +23.3% | -20.0% | -12.4% |
| 3Y | +25.9% | +45.2% | -19.3% | -5.1% |
| 5Y | +85.8% | +31.0% | +54.8% | +51.8% |
| 10Y | +1,199.9% | +168.8% | +1,031.1% | +518.0% |
| All | +1,075.9% | +837.1% | +238.8% | +174.3% |
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