-21.3%
CDNS vs XRT
-2.7%
-18.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.0% |
| 3M | -27.2% | -0.4% | -26.8% | -27.5% |
| 6M | -4.5% | +2.2% | -6.7% | -7.1% |
| YTD | -9.0% | -0.7% | -8.3% | -9.4% |
| 1Y | -21.3% | -2.0% | -19.3% | -18.3% |
| All | -21.3% | -2.7% | -18.7% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling