+1,026.7%
CDNS vs XYL
+149.5%
+877.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -6.5% | -1.2% | -5.3% | -6.0% |
| 30D | -13.0% | -13.2% | +0.2% | -6.5% |
| 3M | -26.0% | -0.2% | -25.8% | -26.4% |
| 6M | -2.8% | -12.5% | +9.7% | +3.0% |
| YTD | -8.8% | -20.9% | +12.0% | +1.3% |
| 1Y | -15.8% | -21.6% | +5.7% | -5.9% |
| 3Y | +19.7% | +16.1% | +3.6% | +7.8% |
| 5Y | +70.8% | -15.6% | +86.4% | +75.9% |
| All | +1,026.7% | +149.5% | +877.2% | +640.4% |
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