+998.7%
XLE vs CDNS
+1,081.8%
-83.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -6.7% | +2.4% | -9.1% | -7.2% |
| 30D | -4.4% | -6.0% | +1.6% | -3.5% |
| 3M | +4.0% | -0.1% | +4.1% | +3.3% |
| 6M | +13.2% | -8.6% | +21.7% | +13.7% |
| YTD | +41.9% | +6.1% | +35.8% | +37.1% |
| 1Y | +41.6% | +0.8% | +40.8% | +38.1% |
| 3Y | +64.0% | +26.8% | +37.2% | +48.7% |
| 5Y | +158.1% | +86.9% | +71.2% | +110.8% |
| 10Y | +163.9% | +1,235.1% | -1,071.2% | +40.6% |
| All | +998.7% | +1,081.8% | -83.0% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling