+1,166.2%
CDNS vs XRT
+136.4%
+1,029.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | +1.0% | +1.7% | -0.8% | +0.1% |
| 30D | -2.0% | +7.5% | -9.5% | -5.8% |
| 3M | -0.2% | +2.2% | -2.4% | -1.8% |
| 6M | -8.9% | +14.7% | -23.6% | -15.8% |
| YTD | +3.3% | +7.5% | -4.2% | -1.2% |
| 1Y | +2.2% | +14.1% | -11.9% | -5.3% |
| 3Y | +22.4% | +58.8% | -36.4% | -5.2% |
| 5Y | +78.0% | -3.9% | +81.9% | +72.7% |
| All | +1,166.2% | +136.4% | +1,029.9% | +570.9% |
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