+1,026.7%
CDNS vs VFC
-70.4%
+1,097.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -6.5% | -3.3% | -3.3% | -5.9% |
| 30D | -13.0% | -14.0% | +1.0% | -10.2% |
| 3M | -26.0% | -22.6% | -3.5% | -22.3% |
| 6M | -2.8% | -24.7% | +21.9% | +2.2% |
| YTD | -8.8% | -29.0% | +20.1% | -3.2% |
| 1Y | -15.8% | -13.8% | -2.0% | -15.1% |
| 3Y | +19.7% | -28.2% | +48.0% | +15.3% |
| 5Y | +70.8% | -79.0% | +149.8% | +135.7% |
| All | +1,026.7% | -70.4% | +1,097.1% | +1,297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling