+5,256.1%
MS vs CDNS
+7,282.8%
-2,026.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.5% |
| 7D | -1.6% | -2.4% | +0.9% | -0.6% |
| 30D | -3.8% | -10.2% | +6.4% | -0.1% |
| 3M | -14.6% | -5.5% | -9.1% | -13.4% |
| 6M | -5.1% | -9.9% | +4.8% | -2.8% |
| YTD | +4.5% | +2.3% | +2.2% | +1.1% |
| 1Y | +13.5% | -1.4% | +14.9% | +11.2% |
| 3Y | +160.4% | +28.1% | +132.3% | +122.9% |
| 5Y | +112.9% | +79.7% | +33.1% | +56.2% |
| 10Y | +633.4% | +1,183.3% | -549.9% | +149.6% |
| All | +5,256.1% | +7,282.8% | -2,026.6% | +937.8% |
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