+17.0%
CDNS vs XME
+132.9%
-115.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -7.2% | -0.2% | -7.0% | -7.1% |
| 30D | -14.3% | +1.4% | -15.7% | -14.8% |
| 3M | -27.2% | +2.7% | -29.9% | -28.4% |
| 6M | -4.5% | +6.5% | -11.0% | -7.7% |
| YTD | -9.0% | +15.2% | -24.1% | -16.1% |
| 1Y | -21.3% | +43.5% | -64.8% | -36.2% |
| All | +17.0% | +132.9% | -115.9% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling