+1,638.1%
CDNS vs MSCI
+2,756.4%
-1,118.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 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% | -27.1% |
| 6M | -4.2% | +0.8% | -5.0% | -5.7% |
| YTD | -6.4% | +1.0% | -7.4% | -8.3% |
| 1Y | -16.2% | +4.3% | -20.5% | -20.0% |
| 3Y | +20.2% | +9.9% | +10.2% | +9.1% |
| 5Y | +76.6% | -6.8% | +83.4% | +71.4% |
| 10Y | +1,029.7% | +614.7% | +415.0% | +325.4% |
| All | +1,638.1% | +2,756.4% | -1,118.3% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling