+1,036.6%
CDNS vs FXI
+13.0%
+1,023.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | -7.2% | -2.8% | -4.4% | -6.0% |
| 30D | -14.3% | -5.3% | -8.9% | -12.2% |
| 3M | -27.2% | +0.3% | -27.5% | -27.4% |
| 6M | -4.5% | -4.6% | +0.1% | -2.7% |
| YTD | -9.0% | -9.1% | +0.1% | -5.2% |
| 1Y | -21.3% | -12.0% | -9.4% | -17.0% |
| 3Y | +19.6% | +38.6% | -19.1% | -1.8% |
| 5Y | +71.5% | -6.6% | +78.1% | +71.3% |
| 10Y | +1,036.6% | +15.0% | +1,021.6% | +920.8% |
| All | +1,036.6% | +13.0% | +1,023.6% | +920.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling