-16.2%
CDNS vs JBL
+52.3%
-68.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.4% |
| 7D | -14.0% | +3.0% | -17.0% | -14.7% |
| 30D | -13.2% | -8.3% | -4.9% | -11.4% |
| 3M | -28.9% | -16.9% | -12.0% | -25.8% |
| 6M | -4.2% | +21.8% | -25.9% | -10.9% |
| YTD | -6.4% | +36.3% | -42.7% | -15.2% |
| 1Y | -16.2% | +49.5% | -65.7% | -26.4% |
| All | -16.2% | +52.3% | -68.6% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling