+1,026.7%
CDNS vs VIG
+247.5%
+779.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | -6.5% | -2.2% | -4.3% | -3.8% |
| 30D | -13.0% | -3.2% | -9.8% | -9.3% |
| 3M | -26.0% | +3.0% | -29.0% | -28.8% |
| 6M | -2.8% | +8.1% | -11.0% | -11.9% |
| YTD | -8.8% | +9.1% | -17.9% | -18.0% |
| 1Y | -15.8% | +12.6% | -28.4% | -27.2% |
| 3Y | +19.7% | +55.4% | -35.6% | -29.7% |
| 5Y | +70.8% | +62.8% | +8.0% | -3.0% |
| All | +1,026.7% | +247.5% | +779.2% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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