+17.0%
CDNS vs XYL
+16.4%
+0.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.7% |
| 7D | -7.2% | +0.8% | -8.0% | -7.6% |
| 30D | -14.3% | -10.8% | -3.4% | -9.2% |
| 3M | -27.2% | -2.5% | -24.6% | -26.8% |
| 6M | -4.5% | -12.2% | +7.7% | +1.1% |
| YTD | -9.0% | -20.1% | +11.1% | +1.0% |
| 1Y | -21.3% | -20.6% | -0.7% | -12.3% |
| All | +17.0% | +16.4% | +0.6% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling