+1,244.2%
EWY vs CDNS
+1,529.3%
-285.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.6% |
| 7D | +8.0% | -9.2% | +17.3% | +11.6% |
| 30D | +14.3% | -16.3% | +30.6% | +21.4% |
| 3M | +2.3% | -27.9% | +30.2% | +14.4% |
| 6M | +49.9% | -4.3% | +54.2% | +52.4% |
| YTD | +95.3% | -9.1% | +104.4% | +101.1% |
| 1Y | +161.7% | -21.2% | +182.9% | +181.8% |
| 3Y | +230.2% | +19.4% | +210.8% | +197.7% |
| 5Y | +148.1% | +71.6% | +76.5% | +91.7% |
| 10Y | +293.2% | +1,005.1% | -711.9% | +53.9% |
| All | +1,244.2% | +1,529.3% | -285.1% | +228.2% |
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