+2,409.8%
CDNS vs FXI
+200.0%
+2,209.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.0% | -4.2% | +5.2% | +3.0% |
| 30D | -2.0% | -1.1% | -0.8% | -1.6% |
| 3M | -0.2% | -4.0% | +3.7% | +1.4% |
| 6M | -8.9% | -11.8% | +2.9% | -3.6% |
| YTD | +3.3% | -11.9% | +15.2% | +9.3% |
| 1Y | +2.2% | -16.1% | +18.3% | +10.6% |
| 3Y | +22.4% | +38.8% | -16.4% | -1.0% |
| 5Y | +78.0% | -9.1% | +87.1% | +70.4% |
| 10Y | +1,175.2% | +18.4% | +1,156.8% | +954.8% |
| All | +2,409.8% | +200.0% | +2,209.8% | +1,180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling