+22.7%
XLP vs CDNS
+2.6%
+20.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.2% |
| 7D | +2.5% | +1.0% | +1.6% | +2.6% |
| 30D | +7.3% | -2.0% | +9.3% | +7.3% |
| 3M | +8.1% | -0.2% | +8.3% | +8.3% |
| 6M | +10.5% | -8.9% | +19.4% | +9.8% |
| YTD | +21.2% | +3.3% | +17.8% | +20.5% |
| 1Y | +22.7% | +2.2% | +20.5% | +21.9% |
| All | +22.7% | +2.6% | +20.1% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling