+17.0%
CDNS vs EWZ
+45.8%
-28.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | -7.2% | -0.1% | -7.1% | -7.2% |
| 30D | -14.3% | +8.2% | -22.4% | -17.1% |
| 3M | -27.2% | +13.3% | -40.5% | -31.0% |
| 6M | -4.5% | +3.6% | -8.1% | -6.6% |
| YTD | -9.0% | +21.0% | -29.9% | -16.9% |
| 1Y | -21.3% | +34.7% | -56.0% | -32.0% |
| All | +17.0% | +45.8% | -28.8% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling