+2,100.8%
CDNS vs XPO
+10,316.6%
-8,215.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.5% | -8.5% | -4.6% |
| 7D | -14.0% | +2.4% | -16.4% | -14.3% |
| 30D | -13.2% | -3.5% | -9.6% | -12.8% |
| 3M | -28.9% | -11.9% | -17.0% | -27.7% |
| 6M | -4.2% | -10.0% | +5.8% | -3.2% |
| YTD | -6.4% | +42.1% | -48.4% | -11.7% |
| 1Y | -16.2% | +47.6% | -63.8% | -21.6% |
| 3Y | +20.2% | +153.6% | -133.4% | +3.1% |
| 5Y | +76.6% | +266.5% | -189.9% | +41.4% |
| 10Y | +1,029.7% | +1,460.4% | -430.8% | +663.0% |
| All | +2,100.8% | +10,316.6% | -8,215.8% | +1,104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling