+1,036.6%
CDNS vs XRT
+120.9%
+915.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | -7.2% | -2.4% | -4.8% | -6.0% |
| 30D | -14.3% | -6.9% | -7.3% | -11.1% |
| 3M | -27.2% | -0.4% | -26.8% | -27.3% |
| 6M | -4.5% | +2.2% | -6.7% | -6.0% |
| YTD | -9.0% | -0.7% | -8.3% | -9.0% |
| 1Y | -21.3% | -2.0% | -19.3% | -20.9% |
| 3Y | +19.6% | +41.0% | -21.4% | -1.3% |
| 5Y | +71.5% | -3.3% | +74.8% | +67.1% |
| 10Y | +1,036.6% | +124.8% | +911.7% | +525.1% |
| All | +1,036.6% | +120.9% | +915.6% | +525.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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