+495.5%
MSTR vs CDNS
+1,136.8%
-641.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.2% | -7.7% | -7.4% |
| 7D | -11.5% | +7.0% | -18.5% | -16.0% |
| 30D | -24.8% | -0.3% | -24.6% | -24.9% |
| 3M | +20.6% | +3.2% | +17.5% | +17.4% |
| 6M | -38.0% | -6.9% | -31.1% | -36.3% |
| YTD | -24.7% | +6.6% | -31.3% | -30.6% |
| 1Y | -49.1% | +5.6% | -54.7% | -52.7% |
| 3Y | +124.7% | +27.4% | +97.3% | +76.3% |
| 5Y | +40.9% | +83.7% | -42.8% | -13.2% |
| All | +495.5% | +1,136.8% | -641.3% | +103.2% |
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