+1,235.1%
CDNS vs XRT
+147.6%
+1,087.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +2.4% | +4.1% | -1.7% | +0.3% |
| 30D | -6.0% | +9.9% | -15.9% | -10.7% |
| 3M | -0.1% | +2.3% | -2.3% | -1.7% |
| 6M | -8.6% | +9.6% | -18.1% | -13.4% |
| YTD | +6.1% | +9.1% | -3.0% | +0.7% |
| 1Y | +0.8% | +16.2% | -15.4% | -7.5% |
| 3Y | +26.8% | +60.1% | -33.3% | -2.2% |
| 5Y | +86.9% | -0.5% | +87.3% | +78.3% |
| 10Y | +1,235.1% | +145.1% | +1,090.0% | +582.5% |
| All | +1,235.1% | +147.6% | +1,087.5% | +582.5% |
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