+71.4%
MSFT vs CDNS
+72.8%
-1.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | +0.1% |
| 7D | -1.4% | -9.2% | +7.8% | +2.7% |
| 30D | -1.0% | -16.3% | +15.2% | +6.4% |
| 3M | +20.2% | -27.9% | +48.1% | +37.4% |
| 6M | +21.3% | -4.3% | +25.6% | +20.9% |
| YTD | +2.8% | -9.1% | +11.9% | +4.3% |
| 1Y | 0.0% | -21.2% | +21.2% | +7.4% |
| 3Y | +51.2% | +19.4% | +31.9% | +23.6% |
| 5Y | +71.4% | +71.6% | -0.2% | +10.6% |
| All | +71.4% | +72.8% | -1.3% | +10.6% |
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