+75.8%
CDNS vs EFA
+52.4%
+23.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.5% |
| 7D | -1.1% | -1.5% | +0.4% | +0.6% |
| 30D | -10.4% | -1.7% | -8.8% | -8.7% |
| 3M | -24.6% | +3.5% | -28.1% | -27.5% |
| 6M | -1.6% | +9.5% | -11.1% | -11.5% |
| YTD | -7.4% | +12.9% | -20.3% | -19.8% |
| 1Y | -18.4% | +18.2% | -36.6% | -33.0% |
| 3Y | +19.0% | +64.8% | -45.9% | -33.3% |
| All | +75.8% | +52.4% | +23.4% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling