+6,717.9%
CDNS vs JCI
+2,298.1%
+4,419.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +1.7% |
| 7D | +7.0% | +8.4% | -1.4% | +4.1% |
| 30D | -0.3% | -8.9% | +8.6% | +2.9% |
| 3M | +3.2% | -6.4% | +9.6% | +5.3% |
| 6M | -6.9% | +1.6% | -8.5% | -8.0% |
| YTD | +6.6% | +20.1% | -13.4% | -1.3% |
| 1Y | +5.6% | +17.2% | -11.6% | -1.4% |
| 3Y | +27.4% | +190.7% | -163.3% | -13.7% |
| 5Y | +83.7% | +99.9% | -16.2% | +40.1% |
| 10Y | +1,215.9% | +301.8% | +914.1% | +672.0% |
| All | +6,717.9% | +2,298.1% | +4,419.8% | +1,299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling