+5,887.0%
CDNS vs VLO
+35,889.1%
-30,002.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.0% | +5.2% | -19.2% | -15.2% |
| 30D | -13.2% | +22.6% | -35.8% | -17.8% |
| 3M | -28.9% | +43.8% | -72.7% | -35.8% |
| 6M | -4.2% | +65.7% | -69.9% | -17.2% |
| YTD | -6.4% | +131.1% | -137.5% | -26.3% |
| 1Y | -16.2% | +143.6% | -159.8% | -35.2% |
| 3Y | +20.2% | +201.4% | -181.2% | -14.3% |
| 5Y | +76.6% | +568.9% | -492.3% | -2.9% |
| 10Y | +1,029.7% | +891.8% | +137.9% | +391.8% |
| All | +5,887.0% | +35,889.1% | -30,002.1% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling