+415.1%
XLF vs CDNS
+912.4%
-497.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -0.5% |
| 7D | +0.2% | -9.2% | +9.4% | +3.0% |
| 30D | -0.5% | -16.3% | +15.7% | +4.4% |
| 3M | +10.6% | -27.9% | +38.6% | +20.9% |
| 6M | +14.3% | -4.3% | +18.6% | +13.9% |
| YTD | +5.5% | -9.1% | +14.6% | +6.1% |
| 1Y | +9.6% | -21.2% | +30.8% | +14.4% |
| 3Y | +75.2% | +19.4% | +55.8% | +56.0% |
| 5Y | +65.5% | +71.6% | -6.1% | +28.6% |
| 10Y | +246.4% | +1,005.1% | -758.6% | +47.5% |
| All | +415.1% | +912.4% | -497.3% | +48.5% |
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 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