-16.2%
CDNS vs EWZ
+36.3%
-52.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -14.0% | +6.5% | -20.5% | -15.7% |
| 30D | -13.2% | +4.8% | -18.0% | -14.5% |
| 3M | -28.9% | +9.9% | -38.8% | -30.9% |
| 6M | -4.2% | +1.9% | -6.1% | -6.0% |
| YTD | -6.4% | +20.3% | -26.7% | -11.3% |
| 1Y | -16.2% | +35.6% | -51.8% | -26.9% |
| All | -16.2% | +36.3% | -52.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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