+1,296.5%
CDNS vs XYZ
+655.2%
+641.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.9% |
| 7D | +1.0% | -1.1% | +2.0% | +1.2% |
| 30D | -2.0% | +11.5% | -13.5% | -5.4% |
| 3M | -0.2% | +1.8% | -2.0% | -1.3% |
| 6M | -8.9% | +21.2% | -30.1% | -14.6% |
| YTD | +3.3% | +29.9% | -26.6% | -5.7% |
| 1Y | +2.2% | +35.8% | -33.5% | -8.1% |
| 3Y | +22.4% | +62.6% | -40.2% | -1.3% |
| 5Y | +78.0% | -62.8% | +140.8% | +96.9% |
| 10Y | +1,175.2% | +612.0% | +563.3% | +678.4% |
| All | +1,296.5% | +655.2% | +641.3% | +698.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling