+533.6%
CDNS vs XLC
+141.1%
+392.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | -7.2% | -1.4% | -5.8% | -5.8% |
| 30D | -14.3% | -0.9% | -13.4% | -13.6% |
| 3M | -27.2% | -0.3% | -26.9% | -27.3% |
| 6M | -4.5% | -5.2% | +0.7% | +0.1% |
| YTD | -9.0% | -5.3% | -3.6% | -4.5% |
| 1Y | -21.3% | -2.8% | -18.5% | -19.6% |
| 3Y | +19.6% | +71.2% | -51.6% | -30.3% |
| 5Y | +71.5% | +37.6% | +34.0% | +26.1% |
| All | +533.6% | +141.1% | +392.4% | +151.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling