+578.8%
MS vs CDNS
+1,242.4%
-663.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +1.2% |
| 7D | +0.7% | +2.1% | -1.4% | 0.0% |
| 30D | -0.9% | -4.6% | +3.7% | +0.7% |
| 3M | -13.0% | -0.8% | -12.2% | -13.4% |
| 6M | -2.0% | -7.2% | +5.2% | -0.7% |
| YTD | +7.8% | +7.7% | +0.1% | +2.0% |
| 1Y | +17.9% | +3.5% | +14.3% | +13.1% |
| 3Y | +174.8% | +31.2% | +143.6% | +127.9% |
| 5Y | +119.9% | +84.5% | +35.3% | +51.5% |
| 10Y | +578.8% | +1,242.9% | -664.1% | +118.0% |
| All | +578.8% | +1,242.4% | -663.5% | +118.0% |
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