+67.1%
MSFT vs CDNS
+85.2%
-18.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.6% |
| 7D | +2.3% | +2.4% | -0.1% | +1.3% |
| 30D | -0.4% | -6.0% | +5.7% | +1.9% |
| 3M | +5.6% | -0.1% | +5.6% | +4.6% |
| 6M | +29.0% | -8.6% | +37.5% | +31.4% |
| YTD | +10.9% | +6.1% | +4.8% | +4.7% |
| 1Y | +6.2% | +0.8% | +5.4% | +2.3% |
| 3Y | +47.6% | +26.8% | +20.8% | +18.3% |
| All | +67.1% | +85.2% | -18.1% | +1.9% |
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