+180.5%
MSTR vs CDNS
+27.9%
+152.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -2.2% |
| 7D | -1.2% | -2.4% | +1.2% | +0.7% |
| 30D | -15.9% | -10.2% | -5.8% | -9.4% |
| 3M | +33.1% | -5.5% | +38.6% | +38.4% |
| 6M | -31.0% | -9.9% | -21.1% | -27.2% |
| YTD | -15.1% | +2.3% | -17.5% | -19.6% |
| 1Y | -45.6% | -1.4% | -44.2% | -47.0% |
| 3Y | +180.5% | +28.1% | +152.4% | +190.6% |
| All | +180.5% | +27.9% | +152.6% | +190.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling