+1,026.7%
CDNS vs VCLT
+17.0%
+1,009.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | -6.5% | -1.3% | -5.3% | -5.8% |
| 30D | -13.0% | -1.1% | -11.9% | -12.4% |
| 3M | -26.0% | -3.7% | -22.3% | -24.3% |
| 6M | -2.8% | -4.0% | +1.2% | -0.3% |
| YTD | -8.8% | -3.4% | -5.5% | -6.8% |
| 1Y | -15.8% | -4.1% | -11.7% | -13.6% |
| 3Y | +19.7% | +11.0% | +8.8% | +12.5% |
| 5Y | +70.8% | -17.0% | +87.8% | +86.1% |
| All | +1,026.7% | +17.0% | +1,009.7% | +989.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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