+2.2%
CDNS vs EWT
+56.8%
-54.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | +1.0% | +9.1% | -8.2% | -4.6% |
| 30D | -2.0% | -12.2% | +10.3% | +5.9% |
| 3M | -0.2% | -9.4% | +9.2% | +5.3% |
| 6M | -8.9% | +2.7% | -11.6% | -12.7% |
| YTD | +3.3% | +53.3% | -49.9% | -26.6% |
| 1Y | +2.2% | +59.2% | -56.9% | -29.5% |
| All | +2.2% | +56.8% | -54.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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