+810.2%
MS vs CDNS
+1,030.1%
-219.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.8% |
| 7D | +1.4% | -14.0% | +15.4% | +7.2% |
| 30D | -0.3% | -13.2% | +12.9% | +4.9% |
| 3M | +0.3% | -28.9% | +29.2% | +13.4% |
| 6M | +31.3% | -4.2% | +35.5% | +31.2% |
| YTD | +24.7% | -6.4% | +31.0% | +24.9% |
| 1Y | +47.9% | -16.2% | +64.1% | +54.0% |
| 3Y | +178.3% | +20.2% | +158.2% | +138.6% |
| 5Y | +144.9% | +76.6% | +68.3% | +70.7% |
| All | +810.2% | +1,030.1% | -219.9% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling