+1,026.7%
CDNS vs XPO
+1,517.7%
-491.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -6.5% | -1.3% | -5.2% | -6.3% |
| 30D | -13.0% | -10.4% | -2.6% | -10.4% |
| 3M | -26.0% | -15.7% | -10.3% | -22.7% |
| 6M | -2.8% | -6.3% | +3.5% | -2.0% |
| YTD | -8.8% | +34.2% | -43.0% | -17.8% |
| 1Y | -15.8% | +39.9% | -55.8% | -25.6% |
| 3Y | +19.7% | +155.2% | -135.5% | -13.9% |
| 5Y | +70.8% | +264.7% | -193.9% | +5.1% |
| All | +1,026.7% | +1,517.7% | -491.0% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling