+2,174.3%
CDNS vs FXI
+221.5%
+1,952.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.7% |
| 7D | -14.0% | +1.0% | -15.1% | -14.5% |
| 30D | -13.2% | -0.6% | -12.6% | -13.0% |
| 3M | -28.9% | +1.9% | -30.8% | -29.6% |
| 6M | -4.2% | -0.2% | -4.0% | -4.3% |
| YTD | -6.4% | -5.6% | -0.8% | -4.0% |
| 1Y | -16.2% | -4.7% | -11.5% | -14.6% |
| 3Y | +20.2% | +38.0% | -17.9% | -2.2% |
| 5Y | +76.6% | -2.7% | +79.3% | +63.2% |
| 10Y | +1,029.7% | +19.9% | +1,009.8% | +831.1% |
| All | +2,174.3% | +221.5% | +1,952.7% | +1,024.4% |
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