-1.1%
CDNS vs VMC
+3.7%
-4.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.0% |
| 7D | -3.8% | +12.3% | -16.1% | -5.5% |
| 30D | -6.8% | +21.2% | -28.0% | -9.8% |
| 3M | -3.3% | +4.6% | -7.9% | -3.9% |
| 6M | -5.7% | +3.9% | -9.6% | -6.4% |
| YTD | +5.4% | +5.0% | +0.4% | +4.1% |
| 1Y | -1.1% | +2.6% | -3.7% | -1.5% |
| All | -1.1% | +3.7% | -4.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling