+1,666.4%
CDNS vs XME
+242.3%
+1,424.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -14.0% | -0.1% | -13.9% | -14.0% |
| 30D | -13.2% | +6.0% | -19.1% | -15.5% |
| 3M | -28.9% | -7.7% | -21.2% | -26.7% |
| 6M | -4.2% | +1.0% | -5.1% | -5.3% |
| YTD | -6.4% | +14.6% | -21.0% | -13.1% |
| 1Y | -16.2% | +46.0% | -62.2% | -30.6% |
| 3Y | +20.2% | +127.0% | -106.8% | -19.0% |
| 5Y | +76.6% | +175.8% | -99.2% | +6.3% |
| 10Y | +1,029.7% | +414.6% | +615.0% | +368.2% |
| All | +1,666.4% | +242.3% | +1,424.1% | +553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling