+19.4%
CDNS vs XLC
+72.7%
-53.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.5% |
| 7D | -9.2% | +0.6% | -9.8% | -9.8% |
| 30D | -16.3% | +0.2% | -16.5% | -16.6% |
| 3M | -27.9% | +0.6% | -28.6% | -28.7% |
| 6M | -4.3% | -4.5% | +0.2% | -0.1% |
| YTD | -9.1% | -4.7% | -4.4% | -4.9% |
| 1Y | -21.2% | -1.7% | -19.6% | -20.4% |
| 3Y | +19.4% | +72.3% | -52.9% | -32.3% |
| All | +19.4% | +72.7% | -53.4% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling