+5,186.6%
CDNS vs VCLT
+98.6%
+5,088.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +1.0% | -2.3% | +3.2% | +1.6% |
| 30D | -2.0% | +0.8% | -2.7% | -2.2% |
| 3M | -0.2% | -2.7% | +2.4% | +0.5% |
| 6M | -8.9% | -4.3% | -4.6% | -7.7% |
| YTD | +3.3% | -4.3% | +7.7% | +4.7% |
| 1Y | +2.2% | -4.4% | +6.6% | +3.6% |
| 3Y | +22.4% | +13.8% | +8.6% | +18.7% |
| 5Y | +78.0% | -17.0% | +95.0% | +79.2% |
| 10Y | +1,175.2% | +20.9% | +1,154.3% | +1,286.9% |
| All | +5,186.6% | +98.6% | +5,088.0% | +8,046.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling