+70.8%
CDNS vs EWJ
+47.6%
+23.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.7% |
| 7D | -6.5% | -1.5% | -5.0% | -5.2% |
| 30D | -13.0% | +0.2% | -13.2% | -13.2% |
| 3M | -26.0% | +8.6% | -34.6% | -32.0% |
| 6M | -2.8% | +12.1% | -15.0% | -13.6% |
| YTD | -8.8% | +20.1% | -28.9% | -24.8% |
| 1Y | -15.8% | +25.2% | -41.0% | -33.6% |
| 3Y | +19.7% | +70.8% | -51.0% | -33.1% |
| 5Y | +70.8% | +49.2% | +21.6% | +11.5% |
| All | +70.8% | +47.6% | +23.2% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling