-15.8%
CDNS vs VMC
-13.8%
-2.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -6.5% | -3.7% | -2.8% | -5.8% |
| 30D | -13.0% | -12.8% | -0.2% | -10.4% |
| 3M | -26.0% | -7.9% | -18.1% | -24.9% |
| 6M | -2.8% | -7.5% | +4.7% | -2.9% |
| YTD | -8.8% | -11.6% | +2.8% | -8.0% |
| 1Y | -15.8% | -14.3% | -1.6% | -14.7% |
| All | -15.8% | -13.8% | -2.1% | -14.7% |
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