+19.0%
CDNS vs VIVK
-100.0%
+118.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +8.9% | +1.7% |
| 7D | -1.1% | -4.4% | +3.2% | -1.1% |
| 30D | -10.4% | -40.8% | +30.4% | -9.6% |
| 3M | -24.6% | -94.1% | +69.6% | -21.8% |
| 6M | -1.6% | -98.2% | +96.6% | +3.0% |
| YTD | -7.4% | -98.0% | +90.6% | -4.0% |
| 1Y | -18.4% | -100.0% | +81.5% | -11.5% |
| 3Y | +19.0% | -100.0% | +118.9% | +20.3% |
| All | +19.0% | -100.0% | +118.9% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling