+17.0%
CDNS vs EWJ
+70.3%
-53.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +1.0% |
| 7D | -7.2% | +1.0% | -8.2% | -8.0% |
| 30D | -14.3% | +1.0% | -15.2% | -15.0% |
| 3M | -27.2% | +7.2% | -34.4% | -31.7% |
| 6M | -4.5% | +13.9% | -18.4% | -15.0% |
| YTD | -9.0% | +20.8% | -29.7% | -23.5% |
| 1Y | -21.3% | +26.4% | -47.7% | -36.8% |
| All | +17.0% | +70.3% | -53.3% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling