+1,026.7%
CDNS vs VUG
+419.9%
+606.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.7% |
| 7D | -6.5% | -1.9% | -4.7% | -4.4% |
| 30D | -13.0% | -1.6% | -11.4% | -11.3% |
| 3M | -26.0% | +4.4% | -30.4% | -29.7% |
| 6M | -2.8% | +13.2% | -16.0% | -15.7% |
| YTD | -8.8% | +7.5% | -16.3% | -15.7% |
| 1Y | -15.8% | +12.5% | -28.3% | -26.1% |
| 3Y | +19.7% | +86.0% | -66.2% | -40.3% |
| 5Y | +70.8% | +76.5% | -5.7% | -8.4% |
| All | +1,026.7% | +419.9% | +606.8% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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