+4,519.7%
CDNS vs VIVK
-100.0%
+4,619.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.7% | -10.6% | -2.9% |
| 7D | -9.2% | +13.1% | -22.3% | -9.2% |
| 30D | -16.3% | -29.7% | +13.4% | -16.2% |
| 3M | -27.9% | -93.0% | +65.0% | -27.9% |
| 6M | -4.3% | -98.0% | +93.6% | -4.3% |
| YTD | -9.1% | -97.8% | +88.7% | -9.1% |
| 1Y | -21.2% | -100.0% | +78.7% | -21.2% |
| 3Y | +19.4% | -100.0% | +119.4% | +19.5% |
| 5Y | +71.6% | -100.0% | +171.6% | +71.7% |
| 10Y | +1,005.1% | -100.0% | +1,105.1% | +1,012.0% |
| All | +4,519.7% | -100.0% | +4,619.7% | +4,330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling