+17.0%
CDNS vs EWT
+200.7%
-183.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -7.2% | +2.1% | -9.3% | -8.7% |
| 30D | -14.3% | +9.4% | -23.6% | -20.1% |
| 3M | -27.2% | +10.9% | -38.1% | -33.9% |
| 6M | -4.5% | +57.9% | -62.5% | -35.5% |
| YTD | -9.0% | +75.9% | -84.9% | -44.0% |
| 1Y | -21.3% | +89.7% | -111.0% | -54.8% |
| All | +17.0% | +200.7% | -183.7% | -55.0% |
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