+1,075.5%
XLI vs CDNS
+1,051.0%
+24.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | +3.8% | +1.0% | +2.8% | +3.5% |
| 30D | +1.0% | -2.0% | +3.0% | +1.4% |
| 3M | -8.9% | -0.2% | -8.7% | -9.3% |
| 6M | -2.3% | -8.9% | +6.6% | -1.2% |
| YTD | +9.7% | +3.3% | +6.3% | +6.6% |
| 1Y | +12.3% | +2.2% | +10.1% | +9.3% |
| 3Y | +71.5% | +22.4% | +49.1% | +55.8% |
| 5Y | +70.2% | +78.0% | -7.8% | +38.6% |
| 10Y | +227.5% | +1,175.2% | -947.7% | +63.7% |
| All | +1,075.5% | +1,051.0% | +24.5% | +342.6% |
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 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