+1,477.5%
XLK vs CDNS
+914.2%
+563.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.3% | -7.2% | +9.5% | +5.0% |
| 30D | +0.8% | -14.3% | +15.1% | +6.2% |
| 3M | +4.1% | -27.2% | +31.2% | +15.7% |
| 6M | +34.8% | -4.5% | +39.3% | +35.7% |
| YTD | +30.8% | -9.0% | +39.8% | +33.2% |
| 1Y | +42.4% | -21.3% | +63.7% | +52.0% |
| 3Y | +121.8% | +19.6% | +102.2% | +101.8% |
| 5Y | +146.6% | +71.5% | +75.1% | +97.2% |
| 10Y | +804.3% | +1,036.6% | -232.3% | +301.6% |
| All | +1,477.5% | +914.2% | +563.4% | +433.6% |
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