-0.8%
MSFT vs CDNS
-15.6%
+14.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.9% |
| 7D | -2.7% | -14.0% | +11.3% | +1.4% |
| 30D | +2.7% | -13.2% | +15.9% | +6.6% |
| 3M | +17.0% | -28.9% | +45.9% | +28.3% |
| 6M | +23.8% | -4.2% | +28.0% | +22.7% |
| YTD | +4.0% | -6.4% | +10.3% | +3.6% |
| 1Y | -0.8% | -16.2% | +15.4% | -0.2% |
| All | -0.8% | -15.6% | +14.8% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling