+230.5%
CDNS vs JEPI
+93.4%
+137.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +1.2% |
| 7D | -7.2% | -1.1% | -6.1% | -5.3% |
| 30D | -14.3% | -1.3% | -13.0% | -12.4% |
| 3M | -27.2% | +3.3% | -30.5% | -31.2% |
| 6M | -4.5% | +1.0% | -5.5% | -6.3% |
| YTD | -9.0% | +4.2% | -13.2% | -15.1% |
| 1Y | -21.3% | +7.9% | -29.3% | -30.9% |
| 3Y | +19.6% | +30.0% | -10.4% | -23.3% |
| 5Y | +71.5% | +40.9% | +30.6% | -1.5% |
| All | +230.5% | +93.4% | +137.1% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling