+71.5%
CDNS vs XME
+183.2%
-111.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.5% |
| 6M | -4.5% | +6.5% | -11.0% | -7.8% |
| YTD | -9.0% | +15.2% | -24.1% | -15.9% |
| 1Y | -21.3% | +43.5% | -64.8% | -35.2% |
| 3Y | +19.6% | +135.9% | -116.3% | -23.9% |
| 5Y | +71.5% | +181.5% | -109.9% | +0.8% |
| All | +71.5% | +183.2% | -111.7% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling