+2.2%
CDNS vs MSI
+37.5%
-35.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | +1.0% | +3.2% | -2.3% | +0.8% |
| 30D | -2.0% | +17.6% | -19.6% | -2.8% |
| 3M | -0.2% | +14.5% | -14.8% | -0.8% |
| 6M | -8.9% | +34.3% | -43.1% | -10.6% |
| YTD | +3.3% | +39.7% | -36.4% | +3.4% |
| 1Y | +2.2% | +40.2% | -37.9% | +6.4% |
| All | +2.2% | +37.5% | -35.3% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling