-16.2%
CDNS vs JCI
+37.7%
-53.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.2% |
| 7D | -14.0% | +3.8% | -17.8% | -14.4% |
| 30D | -13.2% | -5.7% | -7.5% | -12.5% |
| 3M | -28.9% | -1.4% | -27.5% | -28.8% |
| 6M | -4.2% | +4.1% | -8.3% | -5.1% |
| YTD | -6.4% | +21.7% | -28.1% | -7.1% |
| 1Y | -16.2% | +36.1% | -52.3% | -19.9% |
| All | -16.2% | +37.7% | -53.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling