+1,166.2%
CDNS vs XME
+260.6%
+905.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.4% |
| 7D | +1.0% | +0.3% | +0.7% | +0.8% |
| 30D | -2.0% | -6.1% | +4.2% | +0.8% |
| 3M | -0.2% | -18.6% | +18.4% | +8.7% |
| 6M | -8.9% | -23.9% | +15.0% | +1.7% |
| YTD | +3.3% | -9.3% | +12.7% | +6.2% |
| 1Y | +2.2% | +1.8% | +0.5% | 0.0% |
| 3Y | +22.4% | +93.0% | -70.6% | -10.3% |
| 5Y | +78.0% | +107.0% | -29.0% | +24.5% |
| All | +1,166.2% | +260.6% | +905.6% | +521.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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