-4.5%
CDNS vs XLRE
+3.9%
-8.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | 0.0% |
| 7D | -7.2% | -0.7% | -6.5% | -7.3% |
| 30D | -14.3% | -2.2% | -12.0% | -14.6% |
| 3M | -27.2% | -2.6% | -24.6% | -27.4% |
| 6M | -4.5% | +2.6% | -7.1% | -7.6% |
| All | -4.5% | +3.9% | -8.4% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling