+6,288.2%
MS vs CDNS
+6,654.6%
-366.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.7% |
| 7D | +1.4% | -14.0% | +15.4% | +6.9% |
| 30D | -0.3% | -13.2% | +12.9% | +4.7% |
| 3M | +0.3% | -28.9% | +29.2% | +12.8% |
| 6M | +31.3% | -4.2% | +35.5% | +31.4% |
| YTD | +24.7% | -6.4% | +31.0% | +25.1% |
| 1Y | +47.9% | -16.2% | +64.1% | +53.8% |
| 3Y | +178.3% | +20.2% | +158.2% | +144.4% |
| 5Y | +144.9% | +76.6% | +68.3% | +81.2% |
| 10Y | +804.5% | +1,029.7% | -225.1% | +223.8% |
| All | +6,288.2% | +6,654.6% | -366.4% | +1,184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling