+891.0%
XLV vs CDNS
+915.4%
-24.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.4% | -6.5% | +2.2% | -3.3% |
| 30D | -1.4% | -13.0% | +11.6% | +0.8% |
| 3M | +8.9% | -26.0% | +34.9% | +14.2% |
| 6M | +9.1% | -2.8% | +11.9% | +8.5% |
| YTD | +7.9% | -8.8% | +16.8% | +8.2% |
| 1Y | +22.7% | -15.8% | +38.6% | +24.4% |
| 3Y | +31.9% | +19.7% | +12.2% | +22.8% |
| 5Y | +34.9% | +70.8% | -35.9% | +15.8% |
| 10Y | +173.9% | +1,038.0% | -864.1% | +67.7% |
| All | +891.0% | +915.4% | -24.4% | +396.0% |
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