+1,024.7%
XLE vs CDNS
+943.0%
+81.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.1% |
| 7D | +2.2% | -14.0% | +16.2% | +5.2% |
| 30D | +11.8% | -13.2% | +24.9% | +14.7% |
| 3M | +9.8% | -28.9% | +38.7% | +16.8% |
| 6M | +15.6% | -4.2% | +19.7% | +15.0% |
| YTD | +45.3% | -6.4% | +51.6% | +44.5% |
| 1Y | +48.3% | -16.2% | +64.5% | +50.3% |
| 3Y | +55.4% | +20.2% | +35.3% | +42.7% |
| 5Y | +216.1% | +76.6% | +139.5% | +161.6% |
| 10Y | +178.4% | +1,029.7% | -851.3% | +53.9% |
| All | +1,024.7% | +943.0% | +81.7% | +370.7% |
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