+16,115.6%
CDNS vs JBL
+35,672.7%
-19,557.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +7.0% | +10.0% | -3.0% | +4.3% |
| 30D | -0.3% | -18.2% | +18.0% | +5.2% |
| 3M | +3.2% | -29.0% | +32.1% | +12.7% |
| 6M | -6.9% | -25.9% | +19.0% | -0.1% |
| YTD | +6.6% | +14.1% | -7.5% | +1.0% |
| 1Y | +5.6% | +21.7% | -16.0% | -1.9% |
| 3Y | +27.4% | +103.8% | -76.4% | +0.8% |
| 5Y | +83.7% | +310.0% | -226.3% | +20.1% |
| 10Y | +1,215.9% | +1,179.2% | +36.7% | +523.2% |
| All | +16,115.6% | +35,672.7% | -19,557.1% | +3,948.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling