-0.9%
TSLA vs CDNS
-15.5%
+14.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | -0.1% |
| 7D | +3.2% | -1.1% | +4.3% | +3.6% |
| 30D | +11.6% | -10.4% | +22.0% | +16.3% |
| 3M | -8.4% | -24.6% | +16.1% | +1.6% |
| 6M | -10.4% | -1.6% | -8.8% | -9.8% |
| YTD | -18.7% | -7.4% | -11.3% | -16.1% |
| 1Y | -0.9% | -18.4% | +17.5% | +6.2% |
| All | -0.9% | -15.5% | +14.6% | +6.2% |
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 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