-15.8%
CDNS vs XPO
+38.9%
-54.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | -6.5% | -1.3% | -5.2% | -6.4% |
| 30D | -13.0% | -10.4% | -2.6% | -11.4% |
| 3M | -26.0% | -15.7% | -10.3% | -24.1% |
| 6M | -2.8% | -6.3% | +3.5% | -2.6% |
| YTD | -8.8% | +34.2% | -43.0% | -13.5% |
| 1Y | -15.8% | +39.9% | -55.8% | -20.7% |
| All | -15.8% | +38.9% | -54.7% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling