-16.2%
CDNS vs JEPI
+9.5%
-25.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.5% |
| 7D | -14.0% | -0.3% | -13.7% | -13.6% |
| 30D | -13.2% | +0.1% | -13.3% | -13.4% |
| 3M | -28.9% | +4.8% | -33.7% | -33.3% |
| 6M | -4.2% | +1.0% | -5.2% | -3.6% |
| YTD | -6.4% | +5.5% | -11.8% | -12.5% |
| 1Y | -16.2% | +9.2% | -25.4% | -25.6% |
| All | -16.2% | +9.5% | -25.7% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 1y: compounded portfolio wealth divided by compounded JEPI 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…
1y analysis · Full analysis span regression · 6 months rolling