+17.1%
CDNS vs XLRE
+30.1%
-12.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.5% |
| 7D | -6.5% | -2.7% | -3.8% | -5.5% |
| 30D | -13.0% | -2.3% | -10.7% | -12.2% |
| 3M | -26.0% | -3.5% | -22.5% | -25.1% |
| 6M | -2.8% | +1.9% | -4.7% | -4.6% |
| YTD | -8.8% | +8.3% | -17.2% | -13.4% |
| 1Y | -15.8% | +6.4% | -22.2% | -19.3% |
| All | +17.1% | +30.1% | -12.9% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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