+1,026.7%
CDNS vs VSH
+179.3%
+847.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.5% |
| 7D | -6.5% | +3.1% | -9.6% | -7.7% |
| 30D | -13.0% | -5.7% | -7.3% | -11.4% |
| 3M | -26.0% | -42.5% | +16.5% | -12.6% |
| 6M | -2.8% | +82.7% | -85.5% | -29.5% |
| YTD | -8.8% | +118.2% | -127.1% | -39.3% |
| 1Y | -15.8% | +109.7% | -125.5% | -43.5% |
| 3Y | +19.7% | +35.3% | -15.6% | -8.7% |
| 5Y | +70.8% | +65.6% | +5.2% | +16.6% |
| All | +1,026.7% | +179.3% | +847.5% | +480.4% |
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