+690.7%
MSTR vs CDNS
+997.8%
-307.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -2.3% |
| 7D | +9.3% | -9.2% | +18.6% | +17.1% |
| 30D | +36.5% | -16.3% | +52.8% | +55.2% |
| 3M | +7.3% | -27.9% | +35.3% | +35.2% |
| 6M | +2.2% | -4.3% | +6.6% | +3.0% |
| YTD | -10.2% | -9.1% | -1.0% | -6.6% |
| 1Y | -58.6% | -21.2% | -37.4% | -52.3% |
| 3Y | +283.2% | +19.4% | +263.8% | +215.9% |
| 5Y | +113.8% | +71.6% | +42.2% | +42.1% |
| 10Y | +690.7% | +1,005.1% | -314.3% | +193.7% |
| All | +690.7% | +997.8% | -307.1% | +193.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling