+176.5%
XLE vs CDNS
+1,136.8%
-960.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +4.4% | +7.0% | -2.6% | +2.9% |
| 30D | -4.3% | -0.3% | -4.0% | -4.4% |
| 3M | +6.0% | +3.2% | +2.9% | +4.6% |
| 6M | +13.2% | -6.9% | +20.1% | +13.4% |
| YTD | +46.7% | +6.6% | +40.1% | +40.9% |
| 1Y | +46.6% | +5.6% | +41.0% | +41.0% |
| 3Y | +69.6% | +27.4% | +42.1% | +49.2% |
| 5Y | +166.5% | +83.7% | +82.8% | +103.2% |
| All | +176.5% | +1,136.8% | -960.3% | +15.5% |
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