+70.8%
CDNS vs VTR
+90.0%
-19.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.6% |
| 3M | -26.0% | +7.8% | -33.9% | -27.3% |
| 6M | -2.8% | +6.4% | -9.2% | -4.5% |
| YTD | -8.8% | +18.3% | -27.2% | -12.9% |
| 1Y | -15.8% | +33.9% | -49.8% | -22.3% |
| 3Y | +19.7% | +134.3% | -114.6% | -7.4% |
| 5Y | +70.8% | +90.3% | -19.5% | +31.1% |
| All | +70.8% | +90.0% | -19.3% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling