+73.1%
CDNS vs JBLU
-70.3%
+143.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -6.5% | -4.8% | -1.8% | -5.8% |
| 30D | -13.0% | -24.4% | +11.4% | -9.3% |
| 3M | -26.0% | -4.8% | -21.2% | -25.9% |
| 6M | -2.8% | -0.5% | -2.4% | -4.4% |
| YTD | -8.8% | -3.5% | -5.3% | -10.5% |
| 1Y | -15.8% | -13.6% | -2.2% | -16.2% |
| 3Y | +19.7% | -15.3% | +35.0% | +6.4% |
| All | +73.1% | -70.3% | +143.4% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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