+562.7%
XLP vs CDNS
+1,073.3%
-510.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -0.5% | -0.1% | -0.5% | -0.6% |
| 30D | +8.3% | -5.5% | +13.8% | +8.8% |
| 3M | +8.7% | +0.5% | +8.2% | +8.3% |
| 6M | +11.2% | -9.6% | +20.8% | +11.6% |
| YTD | +20.0% | +5.3% | +14.7% | +18.0% |
| 1Y | +21.3% | +3.4% | +18.0% | +19.5% |
| 3Y | +43.8% | +25.9% | +18.0% | +36.5% |
| 5Y | +43.3% | +85.8% | -42.5% | +28.8% |
| 10Y | +136.8% | +1,199.9% | -1,063.1% | +72.2% |
| All | +562.7% | +1,073.3% | -510.6% | +323.4% |
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