+1,331.8%
CDNS vs VALE
+1,645.1%
-313.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +1.0% | -3.2% | +4.2% | +1.9% |
| 30D | -2.0% | -15.1% | +13.1% | +2.5% |
| 3M | -0.2% | -18.7% | +18.5% | +5.4% |
| 6M | -8.9% | -31.5% | +22.6% | +0.8% |
| YTD | +3.3% | -11.4% | +14.8% | +5.5% |
| 1Y | +2.2% | -1.9% | +4.1% | +1.3% |
| 3Y | +22.4% | +1.7% | +20.7% | +18.3% |
| 5Y | +78.0% | +35.4% | +42.6% | +52.4% |
| 10Y | +1,175.2% | +204.8% | +970.4% | +671.8% |
| All | +1,331.8% | +1,645.1% | -313.4% | +290.4% |
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