+71.5%
CDNS vs XYL
-15.4%
+87.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.8% |
| 7D | -7.2% | +0.8% | -8.0% | -7.7% |
| 30D | -14.3% | -10.8% | -3.4% | -8.6% |
| 3M | -27.2% | -2.5% | -24.6% | -26.7% |
| 6M | -4.5% | -12.2% | +7.7% | +1.7% |
| YTD | -9.0% | -20.1% | +11.1% | +1.9% |
| 1Y | -21.3% | -20.6% | -0.7% | -11.5% |
| 3Y | +19.6% | +17.3% | +2.3% | +3.1% |
| 5Y | +71.5% | -14.5% | +86.0% | +83.0% |
| All | +71.5% | -15.4% | +87.0% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling