+5,887.0%
CDNS vs VMC
+3,246.6%
+2,640.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | -14.0% | -4.3% | -9.7% | -12.5% |
| 30D | -13.2% | -8.2% | -4.9% | -10.2% |
| 3M | -28.9% | -7.0% | -21.9% | -27.3% |
| 6M | -4.2% | -10.8% | +6.6% | -0.8% |
| YTD | -6.4% | -7.4% | +1.0% | -4.8% |
| 1Y | -16.2% | -9.5% | -6.7% | -14.2% |
| 3Y | +20.2% | +20.5% | -0.3% | +9.6% |
| 5Y | +76.6% | +51.6% | +25.1% | +47.1% |
| 10Y | +1,029.7% | +150.0% | +879.6% | +607.0% |
| All | +5,887.0% | +3,246.6% | +2,640.4% | +1,130.0% |
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