+1,096.1%
XLY vs CDNS
+915.4%
+180.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -3.9% | -6.5% | +2.7% | -2.2% |
| 30D | -6.1% | -13.0% | +6.9% | -2.8% |
| 3M | -1.2% | -26.0% | +24.9% | +6.6% |
| 6M | -1.8% | -2.8% | +1.1% | -2.2% |
| YTD | -5.9% | -8.8% | +3.0% | -5.2% |
| 1Y | -3.1% | -15.8% | +12.7% | -0.5% |
| 3Y | +36.0% | +19.7% | +16.2% | +24.5% |
| 5Y | +27.6% | +70.8% | -43.2% | +5.6% |
| 10Y | +216.8% | +1,038.0% | -821.2% | +64.1% |
| All | +1,096.1% | +915.4% | +180.6% | +364.5% |
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