+26.3%
CDNS vs EWT
+157.1%
-130.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.2% | +3.3% |
| 7D | +7.0% | +13.2% | -6.2% | -2.7% |
| 30D | -0.3% | -14.3% | +14.0% | +11.1% |
| 3M | +3.2% | -8.4% | +11.6% | +8.9% |
| 6M | -6.9% | +3.7% | -10.6% | -12.1% |
| YTD | +6.6% | +53.1% | -46.4% | -27.8% |
| 1Y | +5.6% | +55.5% | -49.9% | -29.5% |
| All | +26.3% | +157.1% | -130.9% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling