+1,887.1%
CDNS vs XRT
+549.2%
+1,337.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.1% | -1.4% | +1.4% | +1.0% |
| 30D | -5.5% | +9.8% | -15.3% | -11.6% |
| 3M | +0.5% | +3.3% | -2.7% | -2.3% |
| 6M | -9.6% | +13.6% | -23.2% | -17.8% |
| YTD | +5.3% | +9.1% | -3.7% | -1.7% |
| 1Y | +3.4% | +15.1% | -11.7% | -7.1% |
| 3Y | +25.9% | +59.9% | -34.1% | -11.2% |
| 5Y | +85.8% | -1.7% | +87.5% | +77.6% |
| 10Y | +1,199.9% | +141.1% | +1,058.7% | +455.3% |
| All | +1,887.1% | +549.2% | +1,337.9% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling