+70.8%
CDNS vs XYZ
-68.7%
+139.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -6.5% | -5.2% | -1.4% | -5.1% |
| 30D | -13.0% | 0.0% | -13.0% | -13.0% |
| 3M | -26.0% | +18.7% | -44.7% | -29.8% |
| 6M | -2.8% | +20.5% | -23.4% | -8.3% |
| YTD | -8.8% | +21.5% | -30.3% | -14.7% |
| 1Y | -15.8% | +7.2% | -23.0% | -18.9% |
| 3Y | +19.7% | +49.0% | -29.2% | -0.8% |
| 5Y | +70.8% | -68.1% | +138.9% | +112.2% |
| All | +70.8% | -68.7% | +139.5% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling