+1,304.7%
CDNS vs JBLU
-60.6%
+1,365.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.8% |
| 7D | -7.2% | -5.6% | -1.6% | -6.2% |
| 30D | -14.3% | -22.3% | +8.1% | -10.1% |
| 3M | -27.2% | -11.0% | -16.2% | -26.2% |
| 6M | -4.5% | -3.1% | -1.4% | -5.9% |
| YTD | -9.0% | -3.7% | -5.2% | -11.0% |
| 1Y | -21.3% | -14.8% | -6.5% | -21.6% |
| 3Y | +19.6% | -15.4% | +35.0% | +7.0% |
| 5Y | +71.5% | -71.4% | +142.9% | +87.1% |
| 10Y | +1,036.6% | -73.0% | +1,109.6% | +1,011.1% |
| All | +1,304.7% | -60.6% | +1,365.3% | +789.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling