+170.7%
XLE vs CDNS
+997.8%
-827.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.7% |
| 7D | 0.0% | -9.2% | +9.2% | +2.1% |
| 30D | +12.6% | -16.3% | +28.9% | +16.7% |
| 3M | +11.8% | -27.9% | +39.8% | +19.4% |
| 6M | +16.1% | -4.3% | +20.4% | +15.1% |
| YTD | +46.9% | -9.1% | +56.0% | +46.5% |
| 1Y | +53.3% | -21.2% | +74.5% | +57.8% |
| 3Y | +54.9% | +19.4% | +35.5% | +37.3% |
| 5Y | +225.7% | +71.6% | +154.1% | +148.8% |
| 10Y | +170.7% | +1,005.1% | -834.4% | +9.8% |
| All | +170.7% | +997.8% | -827.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling