+4,889.2%
CDNS vs VICR
+12,339.4%
-7,450.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.5% | -3.5% |
| 7D | -9.2% | +9.8% | -19.1% | -11.2% |
| 30D | -16.3% | -12.6% | -3.6% | -14.2% |
| 3M | -27.9% | -29.7% | +1.8% | -24.4% |
| 6M | -4.3% | +18.8% | -23.2% | -13.4% |
| YTD | -9.1% | +76.4% | -85.5% | -25.9% |
| 1Y | -21.2% | +282.4% | -303.6% | -47.2% |
| 3Y | +19.4% | +206.2% | -186.8% | -22.3% |
| 5Y | +71.6% | +53.9% | +17.7% | +17.8% |
| 10Y | +1,005.1% | +1,572.3% | -567.3% | +296.0% |
| All | +4,889.2% | +12,339.4% | -7,450.1% | +769.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling