+17.0%
CDNS vs XOP
+35.8%
-18.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -7.2% | +1.0% | -8.2% | -7.4% |
| 30D | -14.3% | +10.8% | -25.1% | -16.5% |
| 3M | -27.2% | +19.5% | -46.6% | -30.8% |
| 6M | -4.5% | +21.6% | -26.1% | -10.8% |
| YTD | -9.0% | +55.8% | -64.8% | -22.3% |
| 1Y | -21.3% | +54.6% | -76.0% | -32.9% |
| All | +17.0% | +35.8% | -18.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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