+28.4%
XLY vs CDNS
+72.4%
-44.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | -4.2% | -10.4% | +6.3% | -0.5% |
| 3M | -2.7% | -24.6% | +21.9% | +7.5% |
| 6M | -0.6% | -1.6% | +1.0% | -2.5% |
| YTD | -5.0% | -7.4% | +2.4% | -5.3% |
| 1Y | -4.1% | -18.4% | +14.3% | +0.5% |
| 3Y | +33.6% | +19.0% | +14.6% | +10.6% |
| All | +28.4% | +72.4% | -44.1% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling