+1,044.2%
CDNS vs VWO
+117.1%
+927.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.9% |
| 7D | -1.1% | -1.8% | +0.6% | +0.5% |
| 30D | -10.4% | -0.1% | -10.3% | -10.4% |
| 3M | -24.6% | +2.2% | -26.8% | -26.1% |
| 6M | -1.6% | +8.8% | -10.4% | -8.9% |
| YTD | -7.4% | +12.4% | -19.8% | -16.9% |
| 1Y | -18.4% | +15.6% | -34.0% | -28.6% |
| 3Y | +19.0% | +62.5% | -43.6% | -24.1% |
| 5Y | +73.4% | +34.3% | +39.1% | +31.7% |
| All | +1,044.2% | +117.1% | +927.1% | +511.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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