+120.4%
MSTR vs CDNS
+76.3%
+44.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +2.2% |
| 7D | +12.2% | -14.0% | +26.2% | +28.0% |
| 30D | +45.2% | -13.2% | +58.3% | +64.6% |
| 3M | +10.4% | -28.9% | +39.3% | +48.4% |
| 6M | -2.5% | -4.2% | +1.7% | -2.8% |
| YTD | -6.0% | -6.4% | +0.3% | -5.5% |
| 1Y | -56.4% | -16.2% | -40.2% | -51.6% |
| 3Y | +306.3% | +20.2% | +286.1% | +181.6% |
| All | +120.4% | +76.3% | +44.0% | -3.1% |
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 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