+1,165.5%
CDNS vs XYZ
+638.9%
+526.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -14.0% | -1.0% | -13.0% | -13.8% |
| 30D | -13.2% | -1.7% | -11.5% | -12.9% |
| 3M | -28.9% | +16.7% | -45.6% | -32.2% |
| 6M | -4.2% | +26.9% | -31.0% | -10.9% |
| YTD | -6.4% | +27.1% | -33.5% | -13.6% |
| 1Y | -16.2% | +9.3% | -25.5% | -19.7% |
| 3Y | +20.2% | +42.3% | -22.1% | +0.6% |
| 5Y | +76.6% | -69.3% | +146.0% | +107.0% |
| 10Y | +1,029.7% | +586.8% | +442.9% | +598.0% |
| All | +1,165.5% | +638.9% | +526.5% | +631.6% |
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