+1,026.7%
CDNS vs VTR
+100.2%
+926.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -6.5% | -1.8% | -4.7% | -6.2% |
| 30D | -13.0% | +4.0% | -17.0% | -13.7% |
| 3M | -26.0% | +7.8% | -33.9% | -27.3% |
| 6M | -2.8% | +6.4% | -9.2% | -4.7% |
| YTD | -8.8% | +18.3% | -27.2% | -12.7% |
| 1Y | -15.8% | +33.9% | -49.8% | -21.6% |
| 3Y | +19.7% | +134.3% | -114.6% | -2.4% |
| 5Y | +70.8% | +90.3% | -19.5% | +43.9% |
| All | +1,026.7% | +100.2% | +926.6% | +772.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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