+17.0%
CDNS vs JCI
+163.4%
-146.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -7.2% | +4.1% | -11.3% | -8.6% |
| 30D | -14.3% | -3.8% | -10.4% | -13.1% |
| 3M | -27.2% | -1.6% | -25.5% | -27.1% |
| 6M | -4.5% | +9.5% | -14.0% | -9.0% |
| YTD | -9.0% | +21.7% | -30.7% | -17.8% |
| 1Y | -21.3% | +37.1% | -58.5% | -33.4% |
| All | +17.0% | +163.4% | -146.4% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling