+854.3%
EEM vs CDNS
+2,886.7%
-2,032.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +3.3% |
| 7D | +2.3% | -14.0% | +16.3% | +8.1% |
| 30D | +4.5% | -13.2% | +17.7% | +10.0% |
| 3M | -0.1% | -28.9% | +28.8% | +13.2% |
| 6M | +16.9% | -4.2% | +21.1% | +17.4% |
| YTD | +26.2% | -6.4% | +32.6% | +26.8% |
| 1Y | +40.5% | -16.2% | +56.7% | +46.4% |
| 3Y | +86.2% | +20.2% | +66.0% | +60.3% |
| 5Y | +45.5% | +76.6% | -31.2% | +2.4% |
| 10Y | +128.6% | +1,029.7% | -901.0% | -30.2% |
| All | +854.3% | +2,886.7% | -2,032.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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