+988.3%
XLE vs CDNS
+1,040.0%
-51.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.5% |
| 7D | -12.0% | -2.4% | -9.6% | -11.6% |
| 30D | -2.7% | -10.2% | +7.4% | -0.9% |
| 3M | +6.6% | -5.5% | +12.0% | +7.1% |
| 6M | +9.5% | -9.9% | +19.4% | +10.4% |
| YTD | +40.6% | +2.3% | +38.2% | +36.8% |
| 1Y | +43.6% | -1.4% | +45.0% | +40.7% |
| 3Y | +58.1% | +28.1% | +30.0% | +43.0% |
| 5Y | +152.2% | +79.7% | +72.5% | +107.7% |
| 10Y | +172.9% | +1,183.3% | -1,010.3% | +46.6% |
| All | +988.3% | +1,040.0% | -51.7% | +345.7% |
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