+22.4%
CDNS vs EFA
+66.3%
-43.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.3% |
| 7D | +1.0% | +2.2% | -1.3% | -1.4% |
| 30D | -2.0% | +1.4% | -3.3% | -3.2% |
| 3M | -0.2% | -4.2% | +3.9% | +4.5% |
| 6M | -8.9% | +1.9% | -10.8% | -10.6% |
| YTD | +3.3% | +10.2% | -6.9% | -8.0% |
| 1Y | +2.2% | +12.8% | -10.6% | -11.5% |
| 3Y | +22.4% | +65.2% | -42.8% | -30.9% |
| All | +22.4% | +66.3% | -43.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 3y: compounded portfolio wealth divided by compounded EFA 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…
3y analysis · Full analysis span regression · 6 months rolling