+1,242.9%
CDNS vs JD
+31.7%
+1,211.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +5.7% |
| 7D | +2.1% | +7.9% | -5.8% | +0.3% |
| 30D | -4.6% | +4.8% | -9.4% | -5.7% |
| 3M | -0.8% | -13.9% | +13.1% | +2.2% |
| 6M | -7.2% | -5.8% | -1.4% | -6.6% |
| YTD | +7.7% | +2.4% | +5.3% | +6.0% |
| 1Y | +3.5% | -7.5% | +11.1% | +4.3% |
| 3Y | +31.2% | +20.9% | +10.3% | +17.3% |
| 5Y | +84.5% | -58.0% | +142.6% | +100.7% |
| 10Y | +1,242.9% | +28.9% | +1,214.0% | +924.9% |
| All | +1,242.9% | +31.7% | +1,211.2% | +924.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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