+1,166.2%
CDNS vs XYL
+100.4%
+1,065.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +1.0% | -3.7% | +4.7% | +2.8% |
| 30D | -2.0% | -8.3% | +6.4% | +0.5% |
| 3M | -0.2% | -21.4% | +21.2% | +10.3% |
| 6M | -8.9% | -12.9% | +4.0% | -5.0% |
| YTD | +3.3% | -30.1% | +33.4% | +19.7% |
| 1Y | +2.2% | -35.2% | +37.4% | +23.3% |
| 3Y | +22.4% | -0.8% | +23.2% | +16.8% |
| 5Y | +78.0% | -23.2% | +101.3% | +88.4% |
| All | +1,166.2% | +100.4% | +1,065.8% | +777.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling