+71.5%
CDNS vs XOP
+165.6%
-94.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.3% |
| YTD | -9.0% | +55.8% | -64.8% | -20.6% |
| 1Y | -21.3% | +54.6% | -76.0% | -31.4% |
| 3Y | +19.6% | +36.6% | -17.1% | +5.6% |
| 5Y | +71.5% | +160.6% | -89.1% | +34.0% |
| All | +71.5% | +165.6% | -94.1% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling