-19.7%
CDNS vs JBL
+40.1%
-59.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.9% |
| 7D | -6.5% | -1.0% | -5.5% | -6.3% |
| 30D | -13.0% | -15.1% | +2.1% | -9.0% |
| 3M | -26.0% | -14.0% | -12.0% | -23.6% |
| 6M | -2.8% | +20.6% | -23.5% | -10.1% |
| YTD | -8.8% | +32.9% | -41.7% | -18.0% |
| All | -19.7% | +40.1% | -59.8% | -29.6% |
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