+3,773.8%
CDNS vs VRSK
+586.4%
+3,187.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.1% | -5.2% | +4.0% | +1.6% |
| 30D | -10.4% | -2.3% | -8.1% | -9.6% |
| 3M | -24.6% | -2.9% | -21.7% | -24.6% |
| 6M | -1.6% | -12.8% | +11.2% | +3.5% |
| YTD | -7.4% | -20.8% | +13.4% | +2.3% |
| 1Y | -18.4% | -33.2% | +14.8% | -2.0% |
| 3Y | +19.0% | -26.6% | +45.5% | +31.2% |
| 5Y | +73.4% | -11.3% | +84.7% | +69.7% |
| 10Y | +1,055.6% | +126.1% | +929.5% | +620.3% |
| All | +3,773.8% | +586.4% | +3,187.4% | +1,385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling