+1,888.5%
CDNS vs IJH
+1,055.9%
+832.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +1.3% |
| 7D | -7.2% | -0.7% | -6.5% | -6.5% |
| 30D | -14.3% | -3.8% | -10.4% | -10.5% |
| 3M | -27.2% | 0.0% | -27.2% | -27.2% |
| 6M | -4.5% | +8.8% | -13.3% | -12.6% |
| YTD | -9.0% | +13.5% | -22.5% | -20.3% |
| 1Y | -21.3% | +15.4% | -36.7% | -32.4% |
| 3Y | +19.6% | +50.9% | -31.3% | -22.9% |
| 5Y | +71.5% | +47.8% | +23.7% | +13.3% |
| 10Y | +1,036.6% | +183.1% | +853.5% | +242.1% |
| All | +1,888.5% | +1,055.9% | +832.6% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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