+910.6%
EWY vs CDNS
+1,752.4%
-841.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.7% |
| 7D | +4.2% | +1.0% | +3.2% | +3.8% |
| 30D | -10.7% | -2.0% | -8.7% | -9.8% |
| 3M | -20.1% | -0.2% | -19.8% | -20.0% |
| 6M | -24.3% | -8.9% | -15.4% | -21.6% |
| YTD | +46.9% | +3.3% | +43.5% | +44.8% |
| 1Y | +55.2% | +2.2% | +53.0% | +53.4% |
| 3Y | +157.0% | +22.4% | +134.6% | +130.4% |
| 5Y | +98.9% | +78.0% | +20.8% | +52.2% |
| 10Y | +226.3% | +1,175.2% | -948.9% | +21.6% |
| All | +910.6% | +1,752.4% | -841.8% | +136.3% |
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