+1,044.2%
CDNS vs VMC
+156.6%
+887.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -1.1% | -3.8% | +2.6% | +0.2% |
| 30D | -10.4% | -9.7% | -0.8% | -7.1% |
| 3M | -24.6% | -9.6% | -15.0% | -22.1% |
| 6M | -1.6% | -4.8% | +3.2% | -0.9% |
| YTD | -7.4% | -10.9% | +3.5% | -4.7% |
| 1Y | -18.4% | -15.6% | -2.8% | -14.4% |
| 3Y | +19.0% | +19.3% | -0.4% | +9.8% |
| 5Y | +73.4% | +48.0% | +25.4% | +48.7% |
| All | +1,044.2% | +156.6% | +887.6% | +717.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling