+5,887.0%
CDNS vs VSH
+1,674.8%
+4,212.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.4% | -8.4% | -5.5% |
| 7D | -14.0% | +4.1% | -18.1% | -15.3% |
| 30D | -13.2% | -4.2% | -9.0% | -12.3% |
| 3M | -28.9% | -50.0% | +21.1% | -12.7% |
| 6M | -4.2% | +80.2% | -84.3% | -27.1% |
| YTD | -6.4% | +121.1% | -127.4% | -34.4% |
| 1Y | -16.2% | +112.0% | -128.2% | -40.8% |
| 3Y | +20.2% | +22.5% | -2.3% | -1.8% |
| 5Y | +76.6% | +64.0% | +12.6% | +28.9% |
| 10Y | +1,029.7% | +170.4% | +859.3% | +549.8% |
| All | +5,887.0% | +1,674.8% | +4,212.2% | +1,243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling