+22.4%
CDNS vs XOP
+43.8%
-21.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | +1.0% | +6.3% | -5.4% | -0.4% |
| 30D | -2.0% | -6.6% | +4.6% | -0.7% |
| 3M | -0.2% | +3.6% | -3.8% | -1.9% |
| 6M | -8.9% | +10.8% | -19.7% | -12.5% |
| YTD | +3.3% | +48.3% | -44.9% | -12.1% |
| 1Y | +2.2% | +42.9% | -40.7% | -11.9% |
| 3Y | +22.4% | +43.3% | -20.9% | +3.9% |
| All | +22.4% | +43.8% | -21.5% | +3.9% |
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