+145.1%
MS vs CDNS
+76.3%
+68.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.6% |
| 7D | +1.4% | -14.0% | +15.4% | +6.4% |
| 30D | -0.3% | -13.2% | +12.9% | +4.2% |
| 3M | +0.3% | -28.9% | +29.2% | +11.5% |
| 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% | +53.2% |
| 3Y | +178.3% | +20.2% | +158.2% | +142.5% |
| All | +145.1% | +76.3% | +68.7% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling