+49.9%
MSTR vs CDNS
+78.1%
-28.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -2.7% |
| 7D | -1.2% | -2.4% | +1.2% | +1.1% |
| 30D | -15.9% | -10.2% | -5.8% | -7.7% |
| 3M | +33.1% | -5.5% | +38.6% | +39.3% |
| 6M | -31.0% | -9.9% | -21.1% | -26.8% |
| YTD | -15.1% | +2.3% | -17.5% | -21.8% |
| 1Y | -45.6% | -1.4% | -44.2% | -48.1% |
| 3Y | +180.5% | +28.1% | +152.4% | +82.8% |
| All | +49.9% | +78.1% | -28.2% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling