+1,120.6%
MSTR vs CDNS
+862.2%
+258.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.5% |
| 7D | -1.2% | -2.4% | +1.2% | 0.0% |
| 30D | -15.9% | -10.2% | -5.8% | -11.6% |
| 3M | +33.1% | -5.5% | +38.6% | +36.8% |
| 6M | -31.0% | -9.9% | -21.1% | -28.1% |
| YTD | -15.1% | +2.3% | -17.5% | -16.8% |
| 1Y | -45.6% | -1.4% | -44.2% | -45.8% |
| 3Y | +180.5% | +28.1% | +152.4% | +149.4% |
| 5Y | +61.7% | +79.7% | -18.1% | +30.6% |
| 10Y | +578.0% | +1,183.3% | -605.3% | +147.5% |
| All | +1,120.6% | +862.2% | +258.5% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling