-13.3%
TSLA vs CDNS
-0.2%
-13.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -4.0% |
| 7D | -4.7% | -3.8% | -0.9% | -3.3% |
| 30D | +1.7% | -6.8% | +8.5% | +4.2% |
| 3M | +17.7% | -3.3% | +20.9% | +18.6% |
| 6M | -1.9% | -5.7% | +3.9% | -0.2% |
| YTD | -14.3% | +5.4% | -19.8% | -15.6% |
| 1Y | -13.3% | -1.1% | -12.2% | -12.3% |
| All | -13.3% | -0.2% | -13.1% | -12.3% |
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