-16.2%
CDNS vs EWJ
+31.1%
-47.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.3% |
| 7D | -14.0% | +2.5% | -16.5% | -15.5% |
| 30D | -13.2% | +3.3% | -16.4% | -15.1% |
| 3M | -28.9% | +5.0% | -33.9% | -31.2% |
| 6M | -4.2% | +11.5% | -15.7% | -11.0% |
| YTD | -6.4% | +22.4% | -28.7% | -18.2% |
| 1Y | -16.2% | +30.2% | -46.4% | -31.6% |
| All | -16.2% | +31.1% | -47.3% | -31.6% |
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