+6,634.9%
CDNS vs VFC
+1,360.5%
+5,274.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.1% | -1.4% | +1.3% | +0.4% |
| 30D | -5.5% | +30.7% | -36.2% | -13.2% |
| 3M | +0.5% | +40.6% | -40.1% | -9.9% |
| 6M | -9.6% | +16.5% | -26.1% | -15.2% |
| YTD | +5.3% | +16.2% | -10.8% | -2.0% |
| 1Y | +3.4% | +42.4% | -39.1% | -10.3% |
| 3Y | +25.9% | +48.1% | -22.2% | -5.9% |
| 5Y | +85.8% | -67.8% | +153.6% | +127.0% |
| 10Y | +1,199.9% | -48.5% | +1,248.3% | +1,109.4% |
| All | +6,634.9% | +1,360.5% | +5,274.3% | +1,632.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling