+554.5%
MSTR vs CDNS
+1,242.4%
-687.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -6.3% |
| 7D | -4.0% | +2.1% | -6.1% | -5.5% |
| 30D | -18.6% | -4.6% | -14.0% | -16.1% |
| 3M | +25.6% | -0.8% | +26.4% | +25.8% |
| 6M | -33.1% | -7.2% | -25.8% | -31.0% |
| YTD | -17.3% | +7.7% | -25.0% | -24.3% |
| 1Y | -48.1% | +3.5% | -51.6% | -51.1% |
| 3Y | +154.2% | +31.2% | +123.0% | +95.4% |
| 5Y | +46.2% | +84.5% | -38.3% | -10.3% |
| 10Y | +554.5% | +1,242.9% | -688.4% | +120.1% |
| All | +554.5% | +1,242.4% | -687.8% | +120.1% |
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