+133,470.8%
MSFT vs CDNS
+6,098.4%
+127,372.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.0% |
| 7D | -2.7% | -14.0% | +11.3% | +1.3% |
| 30D | +2.7% | -13.2% | +15.9% | +6.5% |
| 3M | +17.0% | -28.9% | +45.9% | +27.6% |
| 6M | +23.8% | -4.2% | +28.0% | +24.1% |
| YTD | +4.0% | -6.4% | +10.3% | +4.6% |
| 1Y | -0.8% | -16.2% | +15.4% | +2.4% |
| 3Y | +55.6% | +20.2% | +35.4% | +43.0% |
| 5Y | +72.9% | +76.6% | -3.7% | +42.9% |
| 10Y | +875.8% | +1,029.7% | -153.9% | +414.0% |
| All | +133,470.8% | +6,098.4% | +127,372.5% | +30,369.3% |
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