+101.8%
CDNS vs VSXY
+42.7%
+59.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -3.4% |
| 7D | -9.2% | -6.8% | -2.5% | -8.6% |
| 30D | -16.3% | -20.4% | +4.1% | -14.2% |
| 3M | -27.9% | +2.9% | -30.8% | -28.5% |
| 6M | -4.3% | +67.9% | -72.2% | -11.9% |
| YTD | -9.1% | +44.9% | -54.0% | -15.1% |
| 1Y | -21.2% | +205.9% | -227.1% | -33.7% |
| 3Y | +19.4% | +373.9% | -354.5% | -10.0% |
| 5Y | +71.6% | +23.5% | +48.1% | +49.5% |
| All | +101.8% | +42.7% | +59.2% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling