+1,026.7%
CDNS vs VALE
+528.4%
+498.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | -13.0% | +9.7% | -22.7% | -15.1% |
| 3M | -26.0% | +5.3% | -31.3% | -27.1% |
| 6M | -2.8% | +0.5% | -3.4% | -3.4% |
| YTD | -8.8% | +20.6% | -29.5% | -13.8% |
| 1Y | -15.8% | +57.6% | -73.4% | -25.6% |
| 3Y | +19.7% | +50.6% | -30.8% | +5.4% |
| 5Y | +70.8% | +41.8% | +28.9% | +47.5% |
| All | +1,026.7% | +528.4% | +498.3% | +587.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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