+64.3%
XLF vs CDNS
+72.4%
-8.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -1.5% | -1.1% | -0.3% | -1.2% |
| 30D | -1.2% | -10.4% | +9.3% | +1.0% |
| 3M | +9.2% | -24.6% | +33.8% | +15.6% |
| 6M | +16.3% | -1.6% | +18.0% | +15.0% |
| YTD | +5.4% | -7.4% | +12.9% | +5.2% |
| 1Y | +7.6% | -18.4% | +26.0% | +10.4% |
| 3Y | +74.2% | +19.0% | +55.2% | +55.3% |
| All | +64.3% | +72.4% | -8.2% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling