+1,138.6%
CDNS vs EWZ
+446.7%
+691.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.7% |
| 7D | -9.2% | +5.6% | -14.8% | -11.2% |
| 30D | -16.3% | +9.3% | -25.5% | -19.2% |
| 3M | -27.9% | +15.7% | -43.6% | -32.0% |
| 6M | -4.3% | +7.4% | -11.8% | -7.4% |
| YTD | -9.1% | +22.7% | -31.8% | -16.6% |
| 1Y | -21.2% | +36.4% | -57.6% | -30.8% |
| 3Y | +19.4% | +50.4% | -31.0% | +0.1% |
| 5Y | +71.6% | +67.6% | +4.0% | +33.5% |
| 10Y | +1,005.1% | +84.1% | +921.0% | +638.9% |
| All | +1,138.6% | +446.7% | +691.9% | +404.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling