+585.7%
JPM vs CDNS
+1,042.5%
-456.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.3% | -6.5% | +4.2% | -0.6% |
| 30D | -2.3% | -13.0% | +10.7% | +1.0% |
| 3M | +14.9% | -26.0% | +40.9% | +23.7% |
| 6M | +23.6% | -2.8% | +26.5% | +22.4% |
| YTD | +11.3% | -8.8% | +20.1% | +11.5% |
| 1Y | +19.9% | -15.8% | +35.7% | +22.4% |
| 3Y | +162.6% | +19.7% | +142.9% | +131.8% |
| 5Y | +154.6% | +70.8% | +83.9% | +93.9% |
| All | +585.7% | +1,042.5% | -456.9% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling