+1,216.9%
VST vs CDNS
+1,051.5%
+165.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +4.9% |
| 7D | +8.9% | -14.0% | +22.9% | +14.6% |
| 30D | +6.2% | -13.2% | +19.4% | +11.3% |
| 3M | -2.7% | -28.9% | +26.2% | +8.9% |
| 6M | -8.4% | -4.2% | -4.2% | -8.9% |
| YTD | -7.2% | -6.4% | -0.8% | -7.4% |
| 1Y | -20.9% | -16.2% | -4.7% | -18.1% |
| 3Y | +384.0% | +20.2% | +363.8% | +347.0% |
| 5Y | +757.1% | +76.6% | +680.4% | +593.9% |
| All | +1,216.9% | +1,051.5% | +165.4% | +555.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling