+71.5%
CDNS vs EWZ
+63.8%
+7.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -7.2% | -0.1% | -7.1% | -7.2% |
| 30D | -14.3% | +8.2% | -22.4% | -16.5% |
| 3M | -27.2% | +13.3% | -40.5% | -30.2% |
| 6M | -4.5% | +3.6% | -8.1% | -6.1% |
| YTD | -9.0% | +21.0% | -29.9% | -14.9% |
| 1Y | -21.3% | +34.7% | -56.0% | -29.2% |
| 3Y | +19.6% | +48.3% | -28.7% | +3.3% |
| 5Y | +71.5% | +60.1% | +11.5% | +46.6% |
| All | +71.5% | +63.8% | +7.7% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling