-4.9%
CDNS vs JBL
+12.7%
-17.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.6% | +3.1% | -2.9% |
| 7D | -9.1% | -17.9% | +8.7% | -3.6% |
| 30D | -13.4% | -23.6% | +10.2% | -6.4% |
| 3M | -7.6% | -30.2% | +22.6% | +1.7% |
| 6M | -11.9% | -29.9% | +18.0% | -4.1% |
| YTD | -0.4% | +3.7% | -4.1% | -3.9% |
| 1Y | -4.9% | +8.5% | -13.4% | -9.2% |
| All | -4.9% | +12.7% | -17.6% | -9.2% |
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