+75.8%
CDNS vs VRSK
-11.8%
+87.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.1% | -5.2% | +4.0% | +1.0% |
| 30D | -10.4% | -2.3% | -8.1% | -9.7% |
| 3M | -24.6% | -2.9% | -21.7% | -24.6% |
| 6M | -1.6% | -12.8% | +11.2% | +2.9% |
| YTD | -7.4% | -20.8% | +13.4% | +1.3% |
| 1Y | -18.4% | -33.2% | +14.8% | -3.1% |
| 3Y | +19.0% | -26.6% | +45.5% | +26.9% |
| All | +75.8% | -11.8% | +87.5% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 5y: compounded portfolio wealth divided by compounded VRSK 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…
5y analysis · Full analysis span regression · 6 months rolling