-16.2%
CDNS vs VMC
-8.5%
-7.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.2% |
| 7D | -14.0% | -4.3% | -9.7% | -13.2% |
| 30D | -13.2% | -8.2% | -4.9% | -11.6% |
| 3M | -28.9% | -7.0% | -21.9% | -28.0% |
| 6M | -4.2% | -10.8% | +6.6% | -2.4% |
| YTD | -6.4% | -7.4% | +1.0% | -6.4% |
| 1Y | -16.2% | -9.5% | -6.7% | -16.1% |
| All | -16.2% | -8.5% | -7.7% | -16.1% |
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