+3,125.8%
TSLA vs CDNS
+1,098.6%
+2,027.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | +0.4% |
| 7D | +8.9% | +1.0% | +8.0% | +8.2% |
| 30D | +6.3% | -2.0% | +8.2% | +7.8% |
| 3M | +14.8% | -0.2% | +15.0% | +13.9% |
| 6M | -12.4% | -8.9% | -3.5% | -8.8% |
| YTD | -13.2% | +3.3% | -16.6% | -19.7% |
| 1Y | -2.9% | +2.2% | -5.1% | -9.6% |
| 3Y | +74.4% | +22.4% | +52.1% | +32.6% |
| 5Y | +13.3% | +78.0% | -64.7% | -36.7% |
| All | +3,125.8% | +1,098.6% | +2,027.3% | +456.2% |
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