+1,044.2%
CDNS vs JCI
+348.5%
+695.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +0.6% |
| 7D | -1.1% | +0.7% | -1.9% | -1.5% |
| 30D | -10.4% | -4.4% | -6.0% | -8.8% |
| 3M | -24.6% | +1.7% | -26.3% | -25.5% |
| 6M | -1.6% | +8.8% | -10.4% | -6.4% |
| YTD | -7.4% | +22.6% | -30.1% | -17.2% |
| 1Y | -18.4% | +36.2% | -54.6% | -30.7% |
| 3Y | +19.0% | +168.0% | -149.0% | -27.4% |
| 5Y | +73.4% | +113.5% | -40.0% | +15.0% |
| All | +1,044.2% | +348.5% | +695.7% | +417.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling