+71.5%
CDNS vs VMC
+48.3%
+23.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +1.9% |
| 7D | -7.2% | -5.3% | -1.9% | -4.5% |
| 30D | -14.3% | -12.3% | -2.0% | -8.0% |
| 3M | -27.2% | -10.3% | -16.9% | -23.5% |
| 6M | -4.5% | -8.6% | +4.0% | -1.7% |
| YTD | -9.0% | -11.9% | +2.9% | -5.0% |
| 1Y | -21.3% | -13.9% | -7.4% | -16.9% |
| 3Y | +19.6% | +18.2% | +1.4% | +1.4% |
| 5Y | +71.5% | +47.7% | +23.8% | +27.1% |
| All | +71.5% | +48.3% | +23.3% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling