+640.9%
XLU vs CDNS
+914.2%
-273.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +0.6% | -7.2% | +7.8% | +1.5% |
| 30D | -0.4% | -14.3% | +13.8% | +1.3% |
| 3M | -1.7% | -27.2% | +25.5% | +1.7% |
| 6M | -7.1% | -4.5% | -2.6% | -7.4% |
| YTD | +1.9% | -9.0% | +10.9% | +2.0% |
| 1Y | +6.1% | -21.3% | +27.4% | +7.9% |
| 3Y | +48.8% | +19.6% | +29.2% | +41.1% |
| 5Y | +43.8% | +71.5% | -27.7% | +28.6% |
| 10Y | +143.2% | +1,036.6% | -893.4% | +71.2% |
| All | +640.9% | +914.2% | -273.2% | +336.5% |
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 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