+148.7%
EWY vs CDNS
+72.4%
+76.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +2.7% |
| 7D | -0.1% | -1.1% | +1.1% | +0.3% |
| 30D | +7.3% | -10.4% | +17.8% | +11.6% |
| 3M | -5.1% | -24.6% | +19.5% | +5.0% |
| 6M | +42.1% | -1.6% | +43.7% | +44.2% |
| YTD | +94.1% | -7.4% | +101.5% | +100.0% |
| 1Y | +147.8% | -18.4% | +166.2% | +165.4% |
| 3Y | +222.9% | +19.0% | +204.0% | +192.3% |
| All | +148.7% | +72.4% | +76.3% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling