+17.0%
CDNS vs XYZ
+47.2%
-30.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | -7.2% | -3.7% | -3.5% | -6.2% |
| 30D | -14.3% | +0.5% | -14.8% | -14.4% |
| 3M | -27.2% | +16.3% | -43.5% | -30.5% |
| 6M | -4.5% | +21.1% | -25.7% | -10.0% |
| YTD | -9.0% | +22.0% | -30.9% | -14.9% |
| 1Y | -21.3% | +5.2% | -26.5% | -23.9% |
| All | +17.0% | +47.2% | -30.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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