+75.8%
CDNS vs JAAA
+26.5%
+49.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | -10.4% | +0.5% | -11.0% | -11.4% |
| 3M | -24.6% | +1.3% | -25.9% | -26.4% |
| 6M | -1.6% | +2.8% | -4.4% | -6.7% |
| YTD | -7.4% | +3.3% | -10.7% | -12.8% |
| 1Y | -18.4% | +4.9% | -23.3% | -25.2% |
| 3Y | +19.0% | +19.0% | 0.0% | +4.3% |
| All | +75.8% | +26.5% | +49.3% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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