-0.5%
MSFT vs CDNS
-21.4%
+20.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -1.0% | -7.2% | +6.2% | +1.0% |
| 30D | -2.7% | -14.3% | +11.6% | +1.5% |
| 3M | +22.1% | -27.2% | +49.3% | +33.1% |
| 6M | +20.6% | -4.5% | +25.1% | +19.7% |
| YTD | +2.3% | -9.0% | +11.3% | +2.7% |
| 1Y | -0.5% | -21.3% | +20.8% | +1.2% |
| All | -0.5% | -21.4% | +20.8% | +1.2% |
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