+75.8%
CDNS vs VTV
+80.6%
-4.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +0.6% |
| 7D | -1.1% | -1.1% | 0.0% | +0.3% |
| 30D | -10.4% | -1.0% | -9.4% | -9.3% |
| 3M | -24.6% | +4.6% | -29.2% | -28.8% |
| 6M | -1.6% | +13.5% | -15.1% | -16.1% |
| YTD | -7.4% | +18.5% | -25.9% | -25.1% |
| 1Y | -18.4% | +22.9% | -41.3% | -36.9% |
| 3Y | +19.0% | +67.8% | -48.9% | -37.9% |
| All | +75.8% | +80.6% | -4.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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