+1,026.7%
CDNS vs VFC
-70.6%
+1,097.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.6% |
| 7D | -6.5% | -4.0% | -2.6% | -5.7% |
| 30D | -13.0% | -14.6% | +1.6% | -10.0% |
| 3M | -26.0% | -23.1% | -2.9% | -22.2% |
| 6M | -2.8% | -25.2% | +22.4% | +2.4% |
| YTD | -8.8% | -29.5% | +20.6% | -3.0% |
| 1Y | -15.8% | -14.4% | -1.4% | -15.0% |
| 3Y | +19.7% | -28.7% | +48.5% | +15.5% |
| 5Y | +70.8% | -79.1% | +149.9% | +136.1% |
| All | +1,026.7% | -70.6% | +1,097.3% | +1,299.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling