-4.5%
CDNS vs VMC
-7.7%
+3.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +0.5% |
| 7D | -7.2% | -5.3% | -1.9% | -6.6% |
| 30D | -14.3% | -12.3% | -2.0% | -13.2% |
| 3M | -27.2% | -10.3% | -16.9% | -26.1% |
| 6M | -4.5% | -8.6% | +4.0% | -7.3% |
| All | -4.5% | -7.7% | +3.2% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling