+1,887.1%
CDNS vs VUG
+1,203.7%
+683.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -2.7% |
| 7D | -0.1% | -1.1% | +1.0% | +1.2% |
| 30D | -5.5% | -7.0% | +1.5% | +3.1% |
| 3M | +0.5% | -3.7% | +4.2% | +5.4% |
| 6M | -9.6% | -1.6% | -8.0% | -7.6% |
| YTD | +5.3% | +5.1% | +0.2% | -0.1% |
| 1Y | +3.4% | +3.8% | -0.4% | -0.5% |
| 3Y | +25.9% | +79.9% | -54.0% | -36.0% |
| 5Y | +85.8% | +66.4% | +19.4% | +4.0% |
| 10Y | +1,199.9% | +405.3% | +794.6% | +95.7% |
| All | +1,887.1% | +1,203.7% | +683.3% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling