+1,666.4%
CDNS vs XOP
+82.9%
+1,583.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -14.0% | +2.6% | -16.6% | -14.8% |
| 30D | -13.2% | +15.4% | -28.6% | -17.4% |
| 3M | -28.9% | +12.1% | -41.0% | -32.0% |
| 6M | -4.2% | +19.7% | -23.9% | -11.1% |
| YTD | -6.4% | +52.4% | -58.8% | -20.1% |
| 1Y | -16.2% | +47.6% | -63.8% | -28.0% |
| 3Y | +20.2% | +34.4% | -14.2% | +4.9% |
| 5Y | +76.6% | +154.4% | -77.8% | +18.4% |
| 10Y | +1,029.7% | +54.7% | +975.0% | +665.4% |
| All | +1,666.4% | +82.9% | +1,583.5% | +723.3% |
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 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