+6,683.5%
CDNS vs VMC
+3,567.9%
+3,115.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.2% |
| 7D | +2.4% | +1.1% | +1.3% | +2.0% |
| 30D | -6.0% | +17.7% | -23.7% | -12.0% |
| 3M | -0.1% | +1.1% | -1.1% | -0.8% |
| 6M | -8.6% | +1.8% | -10.4% | -10.1% |
| YTD | +6.1% | +1.5% | +4.6% | +3.7% |
| 1Y | +0.8% | -1.1% | +2.0% | -0.5% |
| 3Y | +26.8% | +38.8% | -12.0% | +9.3% |
| 5Y | +86.9% | +49.6% | +37.3% | +56.0% |
| 10Y | +1,235.1% | +130.6% | +1,104.5% | +765.9% |
| All | +6,683.5% | +3,567.9% | +3,115.7% | +1,240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling