+157.7%
CDNS vs JAAA
+29.3%
+128.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -14.0% | +0.2% | -14.2% | -14.3% |
| 30D | -13.2% | +0.5% | -13.7% | -14.0% |
| 3M | -28.9% | +1.3% | -30.2% | -30.5% |
| 6M | -4.2% | +2.7% | -6.8% | -8.5% |
| YTD | -6.4% | +3.2% | -9.5% | -11.3% |
| 1Y | -16.2% | +4.9% | -21.1% | -22.6% |
| 3Y | +20.2% | +19.0% | +1.2% | +5.8% |
| 5Y | +76.6% | +26.8% | +49.8% | +52.4% |
| All | +157.7% | +29.3% | +128.5% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling