+1,849.4%
CDNS vs XOP
+78.0%
+1,771.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | +1.0% | +6.3% | -5.4% | -1.1% |
| 30D | -2.0% | -6.6% | +4.6% | 0.0% |
| 3M | -0.2% | +3.6% | -3.8% | -2.1% |
| 6M | -8.9% | +10.8% | -19.7% | -13.1% |
| YTD | +3.3% | +48.3% | -44.9% | -11.6% |
| 1Y | +2.2% | +42.9% | -40.7% | -11.5% |
| 3Y | +22.4% | +43.3% | -20.9% | +4.2% |
| 5Y | +78.0% | +94.0% | -15.9% | +31.1% |
| 10Y | +1,175.2% | +53.7% | +1,121.5% | +762.2% |
| All | +1,849.4% | +78.0% | +1,771.4% | +811.6% |
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