+46.2%
TSLA vs CDNS
+71.8%
-25.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.0% | -7.2% | +10.2% | +8.1% |
| 30D | +11.2% | -14.3% | +25.4% | +22.3% |
| 3M | -7.3% | -27.2% | +19.9% | +13.2% |
| 6M | -7.7% | -4.5% | -3.2% | -7.8% |
| YTD | -18.2% | -9.0% | -9.3% | -16.7% |
| 1Y | +6.0% | -21.3% | +27.3% | +18.7% |
| 3Y | +48.0% | +19.6% | +28.4% | +13.1% |
| 5Y | +46.2% | +71.5% | -25.4% | -18.0% |
| All | +46.2% | +71.8% | -25.6% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling