+552.8%
XLP vs CDNS
+1,040.0%
-487.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.6% |
| 7D | +0.7% | -2.4% | +3.2% | +1.0% |
| 30D | +10.3% | -10.2% | +20.4% | +11.3% |
| 3M | +6.5% | -5.5% | +12.0% | +6.8% |
| 6M | +8.4% | -9.9% | +18.2% | +8.8% |
| YTD | +18.2% | +2.3% | +15.8% | +16.6% |
| 1Y | +22.4% | -1.4% | +23.8% | +21.2% |
| 3Y | +41.9% | +28.1% | +13.8% | +34.4% |
| 5Y | +40.9% | +79.7% | -38.9% | +27.0% |
| 10Y | +128.4% | +1,183.3% | -1,054.9% | +66.4% |
| All | +552.8% | +1,040.0% | -487.2% | +318.3% |
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