+21.3%
XLP vs CDNS
+0.8%
+20.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.4% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +8.3% | -5.5% | +13.8% | +8.0% |
| 3M | +8.7% | +0.5% | +8.2% | +9.0% |
| 6M | +11.2% | -9.6% | +20.8% | +10.5% |
| YTD | +20.0% | +5.3% | +14.7% | +19.5% |
| 1Y | +21.3% | +3.4% | +18.0% | +20.5% |
| All | +21.3% | +0.8% | +20.5% | +20.5% |
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 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