+1,206.6%
CDNS vs FXI
+19.2%
+1,187.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.8% |
| 7D | +7.0% | -4.2% | +11.2% | +9.0% |
| 30D | -0.3% | -2.0% | +1.8% | +0.5% |
| 3M | +3.2% | -5.0% | +8.1% | +5.2% |
| 6M | -6.9% | -9.6% | +2.7% | -3.0% |
| YTD | +6.6% | -11.9% | +18.5% | +12.3% |
| 1Y | +5.6% | -16.7% | +22.3% | +14.0% |
| 3Y | +27.4% | +40.6% | -13.2% | +3.6% |
| 5Y | +83.7% | -9.1% | +92.8% | +86.4% |
| All | +1,206.6% | +19.2% | +1,187.4% | +1,110.3% |
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