+85.8%
CDNS vs JCI
+108.1%
-22.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.9% |
| 7D | -0.1% | +2.9% | -3.0% | -1.4% |
| 30D | -5.5% | -6.9% | +1.5% | -2.5% |
| 3M | +0.5% | -6.3% | +6.8% | +3.2% |
| 6M | -9.6% | +2.6% | -12.2% | -11.5% |
| YTD | +5.3% | +21.8% | -16.5% | -6.6% |
| 1Y | +3.4% | +19.6% | -16.2% | -7.6% |
| 3Y | +25.9% | +194.9% | -169.1% | -32.9% |
| 5Y | +85.8% | +108.1% | -22.4% | +28.3% |
| All | +85.8% | +108.1% | -22.3% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling