+1,137.4%
CDNS vs EFA
+386.6%
+750.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.2% |
| 7D | -7.2% | -0.5% | -6.7% | -6.8% |
| 30D | -14.3% | -1.3% | -12.9% | -13.1% |
| 3M | -27.2% | +5.2% | -32.4% | -30.7% |
| 6M | -4.5% | +9.4% | -13.9% | -12.4% |
| YTD | -9.0% | +12.7% | -21.7% | -18.9% |
| 1Y | -21.3% | +19.3% | -40.6% | -33.5% |
| 3Y | +19.6% | +66.3% | -46.7% | -25.3% |
| 5Y | +71.5% | +53.4% | +18.2% | +16.7% |
| 10Y | +1,036.6% | +144.4% | +892.1% | +413.3% |
| All | +1,137.4% | +386.6% | +750.8% | +154.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling