+77.4%
CDNS vs JD
-60.2%
+137.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.3% |
| 7D | -14.0% | -1.7% | -12.3% | -13.8% |
| 30D | -13.2% | -13.2% | 0.0% | -11.4% |
| 3M | -28.9% | -3.2% | -25.7% | -28.7% |
| 6M | -4.2% | +15.2% | -19.4% | -6.6% |
| YTD | -6.4% | +2.0% | -8.3% | -7.1% |
| 1Y | -16.2% | -5.4% | -10.8% | -16.0% |
| 3Y | +20.2% | -9.1% | +29.3% | +18.1% |
| All | +77.4% | -60.2% | +137.6% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling