+14,139.5%
CDNS vs JBL
+42,637.0%
-28,497.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.3% |
| 3M | -28.9% | -16.9% | -12.0% | -25.7% |
| 6M | -4.2% | +21.8% | -25.9% | -10.3% |
| YTD | -6.4% | +36.3% | -42.7% | -15.2% |
| 1Y | -16.2% | +49.5% | -65.7% | -26.4% |
| 3Y | +20.2% | +170.6% | -150.5% | -12.1% |
| 5Y | +76.6% | +408.4% | -331.8% | +9.2% |
| 10Y | +1,029.7% | +1,450.4% | -420.7% | +409.2% |
| All | +14,139.5% | +42,637.0% | -28,497.6% | +3,299.6% |
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