+19.4%
CDNS vs FXI
+40.3%
-21.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.5% | -2.2% |
| 7D | -9.2% | -1.0% | -8.3% | -9.0% |
| 30D | -16.3% | -3.2% | -13.0% | -15.5% |
| 3M | -27.9% | +1.7% | -29.6% | -28.4% |
| 6M | -4.3% | -1.6% | -2.8% | -4.0% |
| YTD | -9.1% | -7.9% | -1.2% | -7.1% |
| 1Y | -21.2% | -9.6% | -11.6% | -19.1% |
| 3Y | +19.4% | +40.5% | -21.1% | +13.0% |
| All | +19.4% | +40.3% | -21.0% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling