+534.4%
CDNS vs XLC
+142.6%
+391.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.5% |
| 7D | -6.5% | -1.7% | -4.9% | -4.9% |
| 30D | -13.0% | +0.2% | -13.2% | -13.3% |
| 3M | -26.0% | +0.7% | -26.7% | -26.9% |
| 6M | -2.8% | -4.5% | +1.6% | +1.0% |
| YTD | -8.8% | -4.7% | -4.1% | -4.9% |
| 1Y | -15.8% | -1.5% | -14.3% | -15.2% |
| 3Y | +19.7% | +72.2% | -52.5% | -30.6% |
| 5Y | +70.8% | +39.3% | +31.4% | +23.9% |
| All | +534.4% | +142.6% | +391.8% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XLC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling