+169.4%
XLV vs CDNS
+1,060.3%
-890.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.5% |
| 7D | -3.6% | -1.1% | -2.4% | -3.3% |
| 30D | -1.8% | -10.4% | +8.6% | +0.4% |
| 3M | +7.8% | -24.6% | +32.4% | +14.3% |
| 6M | +9.1% | -1.6% | +10.7% | +7.6% |
| YTD | +7.7% | -7.4% | +15.2% | +7.3% |
| 1Y | +20.4% | -18.4% | +38.8% | +23.4% |
| 3Y | +30.8% | +19.0% | +11.8% | +16.0% |
| 5Y | +34.6% | +73.4% | -38.8% | +2.4% |
| All | +169.4% | +1,060.3% | -890.9% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling