+4,294.1%
XOM vs CDNS
+5,916.4%
-1,622.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.7% | +1.1% |
| 7D | -2.4% | -9.2% | +6.9% | -1.4% |
| 30D | +5.7% | -16.3% | +21.9% | +7.5% |
| 3M | +6.6% | -27.9% | +34.5% | +10.0% |
| 6M | +7.7% | -4.3% | +12.0% | +7.4% |
| YTD | +36.2% | -9.1% | +45.3% | +36.2% |
| 1Y | +50.5% | -21.2% | +71.7% | +52.6% |
| 3Y | +53.4% | +19.4% | +34.0% | +46.4% |
| 5Y | +254.2% | +71.6% | +182.6% | +220.9% |
| 10Y | +177.9% | +1,005.1% | -827.2% | +103.9% |
| All | +4,294.1% | +5,916.4% | -1,622.4% | +2,345.9% |
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