+70.8%
CDNS vs VSXY
+15.5%
+55.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.5% |
| 7D | -6.5% | -0.3% | -6.2% | -6.6% |
| 30D | -13.0% | -22.1% | +9.1% | -10.5% |
| 3M | -26.0% | -1.1% | -24.9% | -26.3% |
| 6M | -2.8% | +53.8% | -56.7% | -10.0% |
| YTD | -8.8% | +35.5% | -44.3% | -14.6% |
| 1Y | -15.8% | +186.0% | -201.8% | -29.5% |
| 3Y | +19.7% | +343.2% | -323.4% | -11.7% |
| 5Y | +70.8% | +19.0% | +51.8% | +59.9% |
| All | +70.8% | +15.5% | +55.2% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling