+2,829.9%
CDNS vs XYL
+449.8%
+2,380.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.0% |
| 7D | -14.0% | -5.0% | -9.0% | -11.7% |
| 30D | -13.2% | -13.2% | +0.1% | -7.0% |
| 3M | -28.9% | -3.7% | -25.2% | -28.0% |
| 6M | -4.2% | -17.7% | +13.5% | +4.4% |
| YTD | -6.4% | -21.5% | +15.2% | +3.9% |
| 1Y | -16.2% | -24.5% | +8.3% | -5.2% |
| 3Y | +20.2% | +6.9% | +13.2% | +13.8% |
| 5Y | +76.6% | -18.1% | +94.7% | +85.5% |
| 10Y | +1,029.7% | +134.7% | +895.0% | +630.1% |
| All | +2,829.9% | +449.8% | +2,380.2% | +1,218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling