+304.5%
MSTR vs CDNS
+19.0%
+285.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +1.4% |
| 7D | +12.2% | -14.0% | +26.2% | +24.4% |
| 30D | +45.2% | -13.2% | +58.3% | +60.4% |
| 3M | +10.4% | -28.9% | +39.3% | +39.4% |
| 6M | -2.5% | -4.2% | +1.7% | -2.1% |
| YTD | -6.0% | -6.4% | +0.3% | -4.9% |
| 1Y | -56.4% | -16.2% | -40.2% | -52.3% |
| All | +304.5% | +19.0% | +285.5% | +264.4% |
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