+6,270.2%
CDNS vs JBHT
+9,288.5%
-3,018.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -1.9% | -4.4% |
| 7D | -9.1% | -1.4% | -7.8% | -8.7% |
| 30D | -13.4% | -3.1% | -10.3% | -12.6% |
| 3M | -7.6% | -19.5% | +11.9% | -2.1% |
| 6M | -11.9% | -9.6% | -2.4% | -10.3% |
| YTD | -0.4% | +13.3% | -13.7% | -6.1% |
| 1Y | -4.9% | +29.7% | -34.6% | -14.2% |
| 3Y | +24.8% | +28.3% | -3.5% | +10.3% |
| 5Y | +75.0% | +18.5% | +56.5% | +57.2% |
| 10Y | +1,149.2% | +198.1% | +951.1% | +724.1% |
| All | +6,270.2% | +9,288.5% | -3,018.3% | +1,316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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