+508.9%
XLP vs CDNS
+943.0%
-434.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.4% |
| 7D | -1.0% | -14.0% | +13.0% | +0.5% |
| 30D | -0.9% | -13.2% | +12.3% | +0.5% |
| 3M | +3.8% | -28.9% | +32.7% | +7.1% |
| 6M | -1.7% | -4.2% | +2.4% | -2.0% |
| YTD | +10.3% | -6.4% | +16.6% | +10.0% |
| 1Y | +7.8% | -16.2% | +24.0% | +8.6% |
| 3Y | +27.2% | +20.2% | +7.0% | +21.4% |
| 5Y | +32.5% | +76.6% | -44.1% | +19.8% |
| 10Y | +101.8% | +1,029.7% | -927.9% | +49.2% |
| All | +508.9% | +943.0% | -434.1% | +294.6% |
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