+128.8%
XLP vs CDNS
+1,242.4%
-1,113.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.2% |
| 7D | +0.1% | +2.1% | -2.1% | -0.2% |
| 30D | +8.9% | -4.6% | +13.6% | +9.4% |
| 3M | +7.5% | -0.8% | +8.3% | +7.2% |
| 6M | +9.4% | -7.2% | +16.7% | +9.6% |
| YTD | +19.3% | +7.7% | +11.6% | +16.1% |
| 1Y | +21.7% | +3.5% | +18.2% | +19.1% |
| 3Y | +44.0% | +31.2% | +12.7% | +30.8% |
| 5Y | +42.8% | +84.5% | -41.8% | +17.6% |
| 10Y | +128.8% | +1,242.9% | -1,114.1% | +19.5% |
| All | +128.8% | +1,242.4% | -1,113.6% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling