+1,197.4%
CDNS vs VALE
+2,275.1%
-1,077.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -14.0% | +1.6% | -15.6% | -14.4% |
| 30D | -13.2% | +5.1% | -18.3% | -14.5% |
| 3M | -28.9% | -0.4% | -28.5% | -29.0% |
| 6M | -4.2% | -2.2% | -2.0% | -4.1% |
| YTD | -6.4% | +20.5% | -26.9% | -12.1% |
| 1Y | -16.2% | +61.2% | -77.4% | -27.6% |
| 3Y | +20.2% | +43.1% | -23.0% | +5.7% |
| 5Y | +76.6% | +34.0% | +42.7% | +51.6% |
| 10Y | +1,029.7% | +469.7% | +560.0% | +468.7% |
| All | +1,197.4% | +2,275.1% | -1,077.6% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling