+1,462.1%
CDNS vs VTR
+1,492.6%
-30.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -9.2% | -2.4% | -6.9% | -8.7% |
| 30D | -16.3% | -3.7% | -12.5% | -15.5% |
| 3M | -27.9% | +13.5% | -41.5% | -30.3% |
| 6M | -4.3% | +7.2% | -11.5% | -6.6% |
| YTD | -9.1% | +17.6% | -26.7% | -13.3% |
| 1Y | -21.2% | +35.4% | -56.6% | -27.5% |
| 3Y | +19.4% | +132.8% | -113.5% | -4.4% |
| 5Y | +71.6% | +88.7% | -17.1% | +42.7% |
| 10Y | +1,005.1% | +87.6% | +917.4% | +738.7% |
| All | +1,462.1% | +1,492.6% | -30.5% | +778.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling