+71.5%
CDNS vs VCLT
-15.5%
+87.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -7.2% | 0.0% | -7.2% | -7.2% |
| 30D | -14.3% | +0.1% | -14.4% | -14.3% |
| 3M | -27.2% | -2.9% | -24.3% | -25.7% |
| 6M | -4.5% | -4.0% | -0.6% | -1.8% |
| YTD | -9.0% | -2.2% | -6.7% | -7.4% |
| 1Y | -21.3% | -2.6% | -18.7% | -19.9% |
| 3Y | +19.6% | +12.3% | +7.3% | +10.2% |
| 5Y | +71.5% | -16.4% | +87.9% | +89.9% |
| All | +71.5% | -15.5% | +87.1% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling