+145.5%
XLK vs CDNS
+69.8%
+75.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -0.4% | -6.5% | +6.1% | +2.9% |
| 30D | -0.5% | -13.0% | +12.5% | +6.4% |
| 3M | +5.0% | -26.0% | +31.0% | +21.4% |
| 6M | +32.9% | -2.8% | +35.7% | +32.2% |
| YTD | +29.0% | -8.8% | +37.8% | +31.5% |
| 1Y | +37.8% | -15.8% | +53.7% | +46.0% |
| 3Y | +118.7% | +19.7% | +98.9% | +79.7% |
| All | +145.5% | +69.8% | +75.7% | +56.4% |
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