+1,413.3%
CDNS vs VYM
+484.2%
+929.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.7% |
| 7D | -6.5% | -1.9% | -4.7% | -4.5% |
| 30D | -13.0% | -2.6% | -10.4% | -10.3% |
| 3M | -26.0% | +3.6% | -29.6% | -28.9% |
| 6M | -2.8% | +8.7% | -11.5% | -11.6% |
| YTD | -8.8% | +14.1% | -23.0% | -21.5% |
| 1Y | -15.8% | +17.8% | -33.6% | -30.0% |
| 3Y | +19.7% | +64.5% | -44.8% | -31.7% |
| 5Y | +70.8% | +77.5% | -6.8% | -9.9% |
| 10Y | +1,038.0% | +206.1% | +831.8% | +207.9% |
| All | +1,413.3% | +484.2% | +929.1% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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