+19.4%
CDNS vs VLO
+200.7%
-181.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.3% | -6.2% | -3.4% |
| 7D | -9.2% | +5.8% | -15.0% | -10.0% |
| 30D | -16.3% | +28.3% | -44.6% | -19.4% |
| 3M | -27.9% | +48.7% | -76.7% | -32.5% |
| 6M | -4.3% | +71.9% | -76.2% | -13.4% |
| YTD | -9.1% | +138.7% | -147.8% | -23.4% |
| 1Y | -21.2% | +148.5% | -169.7% | -34.6% |
| 3Y | +19.4% | +192.7% | -173.3% | -8.3% |
| All | +19.4% | +200.7% | -181.3% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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