+1,419.7%
CDNS vs VTEB
+25.1%
+1,394.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.8% |
| 7D | -6.5% | -1.2% | -5.3% | -5.5% |
| 30D | -13.0% | -2.9% | -10.1% | -10.6% |
| 3M | -26.0% | -3.2% | -22.9% | -23.8% |
| 6M | -2.8% | -2.6% | -0.2% | -0.3% |
| YTD | -8.8% | -1.8% | -7.0% | -7.1% |
| 1Y | -15.8% | +0.2% | -16.0% | -15.7% |
| 3Y | +19.7% | +8.2% | +11.5% | +11.5% |
| 5Y | +70.8% | +0.8% | +69.9% | +67.6% |
| 10Y | +1,038.0% | +17.7% | +1,020.3% | +1,008.5% |
| All | +1,419.7% | +25.1% | +1,394.7% | +1,597.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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