+120.4%
XLK vs CDNS
+21.2%
+99.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +0.6% |
| 7D | +0.2% | -1.1% | +1.3% | +0.7% |
| 30D | -0.6% | -10.4% | +9.8% | +4.1% |
| 3M | +2.6% | -24.6% | +27.1% | +15.9% |
| 6M | +34.0% | -1.6% | +35.6% | +33.0% |
| YTD | +30.7% | -7.4% | +38.1% | +32.5% |
| 1Y | +39.2% | -18.4% | +57.6% | +49.6% |
| 3Y | +120.4% | +19.0% | +101.5% | +84.5% |
| All | +120.4% | +21.2% | +99.2% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling