+181.3%
MS vs CDNS
+20.2%
+161.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.4% |
| 7D | +1.4% | -14.0% | +15.4% | +5.8% |
| 30D | -0.3% | -13.2% | +12.9% | +3.7% |
| 3M | +0.3% | -28.9% | +29.2% | +10.3% |
| 6M | +31.3% | -4.2% | +35.5% | +31.3% |
| YTD | +24.7% | -6.4% | +31.0% | +24.9% |
| 1Y | +47.9% | -16.2% | +64.1% | +52.6% |
| All | +181.3% | +20.2% | +161.1% | +148.7% |
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 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