+2,147.0%
CDNS vs EWJ
+139.6%
+2,007.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | +1.0% | +4.0% | -3.0% | -1.6% |
| 30D | -2.0% | -4.3% | +2.3% | +1.1% |
| 3M | -0.2% | -6.8% | +6.6% | +4.7% |
| 6M | -8.9% | -0.9% | -8.0% | -8.3% |
| YTD | +3.3% | +14.3% | -10.9% | -5.8% |
| 1Y | +2.2% | +15.3% | -13.1% | -7.5% |
| 3Y | +22.4% | +65.6% | -43.2% | -12.5% |
| 5Y | +78.0% | +47.5% | +30.6% | +38.6% |
| 10Y | +1,175.2% | +126.2% | +1,049.0% | +669.1% |
| All | +2,147.0% | +139.6% | +2,007.4% | +1,143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling