+1,199.9%
CDNS vs VFC
-47.4%
+1,247.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.1% | -1.4% | +1.3% | +0.3% |
| 30D | -5.5% | +30.7% | -36.2% | -11.0% |
| 3M | +0.5% | +40.6% | -40.1% | -7.0% |
| 6M | -9.6% | +16.5% | -26.1% | -13.5% |
| YTD | +5.3% | +16.2% | -10.8% | +0.3% |
| 1Y | +3.4% | +42.4% | -39.1% | -6.3% |
| 3Y | +25.9% | +48.1% | -22.2% | +3.7% |
| 5Y | +85.8% | -67.8% | +153.6% | +135.0% |
| 10Y | +1,199.9% | -48.5% | +1,248.3% | +1,337.1% |
| All | +1,199.9% | -47.4% | +1,247.3% | +1,337.1% |
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