+22.4%
CDNS vs JD
+17.9%
+4.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.3% |
| 7D | +1.0% | -4.1% | +5.1% | +1.4% |
| 30D | -2.0% | +4.6% | -6.6% | -2.5% |
| 3M | -0.2% | -4.7% | +4.5% | +0.2% |
| 6M | -8.9% | -17.4% | +8.5% | -7.2% |
| YTD | +3.3% | +0.7% | +2.6% | +2.7% |
| 1Y | +2.2% | -5.9% | +8.1% | +2.3% |
| 3Y | +22.4% | +18.9% | +3.5% | +23.1% |
| All | +22.4% | +17.9% | +4.5% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling