+176.8%
MS vs CDNS
+26.3%
+150.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | +0.9% | -5.5% | +6.4% | +2.5% |
| 3M | -10.8% | +0.5% | -11.4% | -11.4% |
| 6M | +0.9% | -9.6% | +10.5% | +2.9% |
| YTD | +9.8% | +5.3% | +4.5% | +6.1% |
| 1Y | +17.1% | +3.4% | +13.7% | +13.7% |
| All | +176.8% | +26.3% | +150.4% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling