+17.1%
CDNS vs IEFA
+64.1%
-46.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +1.1% |
| 7D | -6.5% | -2.4% | -4.1% | -4.1% |
| 30D | -13.0% | -2.1% | -10.9% | -10.9% |
| 3M | -26.0% | +5.5% | -31.5% | -30.3% |
| 6M | -2.8% | +8.1% | -11.0% | -11.0% |
| YTD | -8.8% | +11.9% | -20.8% | -20.0% |
| 1Y | -15.8% | +18.1% | -33.9% | -30.6% |
| All | +17.1% | +64.1% | -46.9% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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