+551.6%
CDNS vs XLC
+143.7%
+407.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -2.8% |
| 7D | -14.0% | -0.8% | -13.2% | -13.3% |
| 30D | -13.2% | +1.0% | -14.2% | -14.2% |
| 3M | -28.9% | -0.7% | -28.2% | -28.7% |
| 6M | -4.2% | -5.1% | +1.0% | +0.4% |
| YTD | -6.4% | -4.3% | -2.1% | -2.8% |
| 1Y | -16.2% | -0.6% | -15.6% | -16.3% |
| 3Y | +20.2% | +72.7% | -52.5% | -30.5% |
| 5Y | +76.6% | +38.0% | +38.6% | +29.5% |
| All | +551.6% | +143.7% | +407.9% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling