+4.6%
TSLA vs CDNS
-15.6%
+20.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -1.9% | -4.4% |
| 7D | +1.5% | -14.0% | +15.5% | +7.5% |
| 30D | +10.1% | -13.2% | +23.3% | +16.1% |
| 3M | -15.4% | -28.9% | +13.5% | -4.3% |
| 6M | -12.8% | -4.2% | -8.6% | -11.4% |
| YTD | -21.3% | -6.4% | -14.9% | -19.2% |
| 1Y | +4.6% | -16.2% | +20.8% | +11.5% |
| All | +4.6% | -15.6% | +20.2% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling