+80.4%
XLI vs CDNS
+70.8%
+9.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.3% | -6.5% | +4.2% | -0.8% |
| 30D | -8.2% | -13.0% | +4.8% | -5.2% |
| 3M | +0.8% | -26.0% | +26.8% | +7.8% |
| 6M | +0.8% | -2.8% | +3.7% | -0.1% |
| YTD | +10.5% | -8.8% | +19.4% | +10.7% |
| 1Y | +14.1% | -15.8% | +30.0% | +16.5% |
| 3Y | +68.6% | +19.7% | +48.9% | +49.5% |
| 5Y | +80.4% | +70.8% | +9.6% | +38.7% |
| All | +80.4% | +70.8% | +9.6% | +38.7% |
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 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