+2,650.1%
TSLA vs CDNS
+1,042.5%
+1,607.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.4% | -6.5% | +3.1% | +1.2% |
| 30D | +9.2% | -13.0% | +22.2% | +20.0% |
| 3M | -4.7% | -26.0% | +21.3% | +16.9% |
| 6M | -8.9% | -2.8% | -6.1% | -10.1% |
| YTD | -19.2% | -8.8% | -10.3% | -17.8% |
| 1Y | +4.5% | -15.8% | +20.4% | +12.0% |
| 3Y | +46.3% | +19.7% | +26.6% | +12.5% |
| 5Y | +48.1% | +70.8% | -22.6% | -15.5% |
| All | +2,650.1% | +1,042.5% | +1,607.5% | +413.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling