-4.9%
CDNS vs EWJ
+11.6%
-16.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.0% | +0.5% | -1.3% |
| 7D | -9.1% | -7.0% | -2.1% | -4.4% |
| 30D | -13.4% | -11.1% | -2.2% | -6.1% |
| 3M | -7.6% | -7.3% | -0.4% | -2.7% |
| 6M | -11.9% | -0.6% | -11.4% | -10.7% |
| YTD | -0.4% | +9.9% | -10.3% | -2.1% |
| 1Y | -4.9% | +11.2% | -16.1% | -7.2% |
| All | -4.9% | +11.6% | -16.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling