+1,112.0%
VST vs CDNS
+1,164.5%
-52.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.7% | +7.8% | +9.6% |
| 7D | -9.8% | -2.4% | -7.4% | -9.0% |
| 30D | -25.1% | -10.2% | -15.0% | -22.2% |
| 3M | -11.6% | -5.5% | -6.1% | -10.2% |
| 6M | -20.9% | -9.9% | -11.1% | -19.2% |
| YTD | -22.3% | +2.3% | -24.7% | -25.0% |
| 1Y | -32.0% | -1.4% | -30.6% | -33.4% |
| 3Y | +262.4% | +28.1% | +234.3% | +226.7% |
| 5Y | +563.4% | +79.7% | +483.6% | +431.0% |
| All | +1,112.0% | +1,164.5% | -52.5% | +524.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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