+6,634.9%
CDNS vs VLO
+35,208.6%
-28,573.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.7% |
| 7D | -0.1% | -0.4% | +0.4% | +0.1% |
| 30D | -5.5% | -16.6% | +11.1% | -1.6% |
| 3M | +0.5% | +12.3% | -11.8% | -3.4% |
| 6M | -9.6% | +47.8% | -57.4% | -19.7% |
| YTD | +5.3% | +126.7% | -121.4% | -17.5% |
| 1Y | +3.4% | +105.4% | -102.0% | -17.0% |
| 3Y | +25.9% | +222.0% | -196.1% | -12.3% |
| 5Y | +85.8% | +449.8% | -364.1% | +7.2% |
| 10Y | +1,199.9% | +754.3% | +445.6% | +487.4% |
| All | +6,634.9% | +35,208.6% | -28,573.7% | +785.4% |
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