+71.5%
CDNS vs XPO
+262.4%
-190.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +1.1% |
| 7D | -7.2% | -0.9% | -6.3% | -7.0% |
| 30D | -14.3% | -8.1% | -6.2% | -12.0% |
| 3M | -27.2% | -19.0% | -8.2% | -22.5% |
| 6M | -4.5% | -5.2% | +0.7% | -4.1% |
| YTD | -9.0% | +35.6% | -44.5% | -19.7% |
| 1Y | -21.3% | +41.1% | -62.4% | -32.1% |
| 3Y | +19.6% | +157.9% | -138.3% | -20.4% |
| 5Y | +71.5% | +265.6% | -194.1% | -6.0% |
| All | +71.5% | +262.4% | -190.9% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling