+77.4%
CDNS vs MSCI
-6.7%
+84.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | -14.0% | +0.4% | -14.4% | -14.2% |
| 30D | -13.2% | +0.6% | -13.7% | -13.5% |
| 3M | -28.9% | -7.1% | -21.8% | -27.0% |
| 6M | -4.2% | +0.8% | -5.0% | -6.0% |
| YTD | -6.4% | +1.0% | -7.4% | -8.7% |
| 1Y | -16.2% | +4.3% | -20.5% | -20.6% |
| 3Y | +20.2% | +9.9% | +10.2% | +6.7% |
| All | +77.4% | -6.7% | +84.1% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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