+71.6%
CDNS vs XRT
-1.7%
+73.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.8% | -1.7% |
| 7D | -9.2% | -0.3% | -9.0% | -9.1% |
| 30D | -16.3% | -5.6% | -10.6% | -13.5% |
| 3M | -27.9% | +2.5% | -30.5% | -29.3% |
| 6M | -4.3% | +3.7% | -8.0% | -6.8% |
| YTD | -9.1% | +1.0% | -10.1% | -10.0% |
| 1Y | -21.2% | -1.2% | -20.0% | -21.2% |
| 3Y | +19.4% | +43.4% | -24.0% | -5.4% |
| 5Y | +71.6% | -0.7% | +72.3% | +65.2% |
| All | +71.6% | -1.7% | +73.3% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling