+1,931.0%
CDNS vs XRT
+552.1%
+1,378.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | +2.7% |
| 7D | +2.1% | +2.5% | -0.3% | +0.4% |
| 30D | -4.6% | +10.3% | -15.0% | -11.1% |
| 3M | -0.8% | +2.4% | -3.2% | -3.0% |
| 6M | -7.2% | +10.0% | -17.2% | -13.9% |
| YTD | +7.7% | +9.5% | -1.9% | +0.2% |
| 1Y | +3.5% | +17.2% | -13.6% | -8.1% |
| 3Y | +31.2% | +62.0% | -30.8% | -8.2% |
| 5Y | +84.5% | -2.1% | +86.6% | +76.8% |
| 10Y | +1,242.9% | +152.6% | +1,090.3% | +452.2% |
| All | +1,931.0% | +552.1% | +1,378.9% | +189.5% |
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 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