+19.9%
JPM vs CDNS
-18.2%
+38.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.3% | -6.5% | +4.2% | -1.7% |
| 30D | -2.3% | -13.0% | +10.7% | -1.2% |
| 3M | +14.9% | -26.0% | +40.9% | +17.9% |
| 6M | +23.6% | -2.8% | +26.5% | +21.6% |
| YTD | +11.3% | -8.8% | +20.1% | +10.0% |
| 1Y | +19.9% | -15.8% | +35.7% | +19.9% |
| All | +19.9% | -18.2% | +38.1% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling