-16.2%
CDNS vs XYL
-23.4%
+7.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.4% |
| 7D | -14.0% | -5.0% | -9.0% | -12.8% |
| 30D | -13.2% | -13.2% | +0.1% | -10.0% |
| 3M | -28.9% | -3.7% | -25.2% | -28.4% |
| 6M | -4.2% | -17.7% | +13.5% | +1.1% |
| YTD | -6.4% | -21.5% | +15.2% | -1.7% |
| 1Y | -16.2% | -24.5% | +8.3% | -10.0% |
| All | -16.2% | -23.4% | +7.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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