+71.6%
CDNS vs MSI
+100.4%
-28.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.9% | -2.3% |
| 7D | -9.2% | -5.8% | -3.5% | -6.1% |
| 30D | -16.3% | -1.0% | -15.3% | -15.9% |
| 3M | -27.9% | +14.2% | -42.1% | -33.7% |
| 6M | -4.3% | +1.0% | -5.4% | -6.0% |
| YTD | -9.1% | +21.5% | -30.6% | -21.4% |
| 1Y | -21.2% | -2.1% | -19.1% | -21.3% |
| 3Y | +19.4% | +69.3% | -49.9% | -23.3% |
| 5Y | +71.6% | +99.3% | -27.7% | -5.1% |
| All | +71.6% | +100.4% | -28.8% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling