+1,026.7%
CDNS vs VIVK
-100.0%
+1,126.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.1% |
| 7D | -6.5% | -9.5% | +2.9% | -6.5% |
| 30D | -13.0% | -35.1% | +22.1% | -12.7% |
| 3M | -26.0% | -93.4% | +67.3% | -24.7% |
| 6M | -2.8% | -98.0% | +95.1% | -0.6% |
| YTD | -8.8% | -97.9% | +89.0% | -7.2% |
| 1Y | -15.8% | -100.0% | +84.1% | -12.5% |
| 3Y | +19.7% | -100.0% | +119.7% | +24.1% |
| 5Y | +70.8% | -100.0% | +170.8% | +77.0% |
| All | +1,026.7% | -100.0% | +1,126.7% | +1,045.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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