+73.1%
CDNS vs MKSI
+80.3%
-7.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.0% |
| 7D | -6.5% | +4.9% | -11.4% | -8.3% |
| 30D | -13.0% | -11.0% | -2.0% | -9.6% |
| 3M | -26.0% | -17.1% | -8.9% | -23.7% |
| 6M | -2.8% | +16.4% | -19.3% | -13.4% |
| YTD | -8.8% | +64.3% | -73.1% | -30.5% |
| 1Y | -15.8% | +137.7% | -153.6% | -46.1% |
| 3Y | +19.7% | +189.1% | -169.4% | -34.9% |
| All | +73.1% | +80.3% | -7.2% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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