+1,911.6%
CDNS vs XOP
+76.4%
+1,835.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | +7.0% | +5.2% | +1.9% | +5.2% |
| 30D | -0.3% | -8.4% | +8.1% | +2.3% |
| 3M | +3.2% | +2.9% | +0.2% | +1.5% |
| 6M | -6.9% | +8.8% | -15.7% | -10.7% |
| YTD | +6.6% | +46.9% | -40.3% | -8.4% |
| 1Y | +5.6% | +41.5% | -35.9% | -8.2% |
| 3Y | +27.4% | +43.1% | -15.7% | +8.6% |
| 5Y | +83.7% | +92.2% | -8.5% | +35.7% |
| 10Y | +1,215.9% | +52.3% | +1,163.6% | +792.5% |
| All | +1,911.6% | +76.4% | +1,835.2% | +843.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling