+1,044.2%
CDNS vs VSH
+196.4%
+847.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.6% | -0.7% |
| 7D | -1.1% | +4.8% | -5.9% | -2.8% |
| 30D | -10.4% | -0.7% | -9.7% | -10.5% |
| 3M | -24.6% | -43.1% | +18.5% | -10.4% |
| 6M | -1.6% | +91.8% | -93.4% | -29.8% |
| YTD | -7.4% | +131.6% | -139.0% | -39.7% |
| 1Y | -18.4% | +118.1% | -136.5% | -46.0% |
| 3Y | +19.0% | +40.9% | -21.9% | -10.5% |
| 5Y | +73.4% | +75.8% | -2.3% | +15.8% |
| All | +1,044.2% | +196.4% | +847.8% | +476.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling