+1,026.7%
CDNS vs VICR
+1,501.2%
-474.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.7% |
| 7D | -6.5% | -0.4% | -6.1% | -6.6% |
| 30D | -13.0% | -15.6% | +2.6% | -10.6% |
| 3M | -26.0% | -35.4% | +9.4% | -21.5% |
| 6M | -2.8% | +1.3% | -4.1% | -8.5% |
| YTD | -8.8% | +62.5% | -71.3% | -23.5% |
| 1Y | -15.8% | +255.5% | -271.3% | -41.7% |
| 3Y | +19.7% | +182.0% | -162.3% | -19.0% |
| 5Y | +70.8% | +42.9% | +27.9% | +22.3% |
| All | +1,026.7% | +1,501.2% | -474.4% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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