+17.1%
CDNS vs JEPI
+29.2%
-12.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.9% |
| 7D | -6.5% | -2.0% | -4.5% | -3.3% |
| 30D | -13.0% | -2.0% | -11.0% | -10.0% |
| 3M | -26.0% | +3.8% | -29.8% | -30.4% |
| 6M | -2.8% | +0.8% | -3.7% | -4.3% |
| YTD | -8.8% | +3.7% | -12.6% | -14.1% |
| 1Y | -15.8% | +7.1% | -22.9% | -24.8% |
| All | +17.1% | +29.2% | -12.0% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling