+139,698.9%
MSFT vs CDNS
+6,958.5%
+132,740.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | 0.0% |
| 7D | -2.4% | +7.0% | -9.4% | -4.2% |
| 30D | -3.8% | -0.3% | -3.5% | -3.8% |
| 3M | +6.4% | +3.2% | +3.3% | +5.0% |
| 6M | +28.8% | -6.9% | +35.7% | +29.9% |
| YTD | +8.8% | +6.6% | +2.2% | +5.4% |
| 1Y | +3.2% | +5.6% | -2.5% | 0.0% |
| 3Y | +44.8% | +27.4% | +17.4% | +30.5% |
| 5Y | +61.8% | +83.7% | -21.9% | +31.8% |
| 10Y | +897.9% | +1,215.9% | -318.0% | +403.1% |
| All | +139,698.9% | +6,958.5% | +132,740.3% | +30,573.6% |
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 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