+75.8%
CDNS vs JBL
+409.3%
-333.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.5% | -0.6% |
| 7D | -1.1% | +2.4% | -3.6% | -2.2% |
| 30D | -10.4% | -13.1% | +2.7% | -5.2% |
| 3M | -24.6% | -15.6% | -9.0% | -19.9% |
| 6M | -1.6% | +24.6% | -26.2% | -13.5% |
| YTD | -7.4% | +39.6% | -47.0% | -23.3% |
| 1Y | -18.4% | +48.6% | -67.0% | -35.1% |
| 3Y | +19.0% | +197.3% | -178.3% | -37.4% |
| All | +75.8% | +409.3% | -333.6% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling