+34.1%
XLP vs CDNS
+76.3%
-42.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.6% |
| 7D | -1.0% | -14.0% | +13.0% | -0.2% |
| 30D | -0.9% | -13.2% | +12.3% | -0.1% |
| 3M | +3.8% | -28.9% | +32.7% | +5.8% |
| 6M | -1.7% | -4.2% | +2.4% | -2.2% |
| YTD | +10.3% | -6.4% | +16.6% | +9.7% |
| 1Y | +7.8% | -16.2% | +24.0% | +8.2% |
| 3Y | +27.2% | +20.2% | +7.0% | +19.8% |
| All | +34.1% | +76.3% | -42.3% | +15.2% |
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