+154.6%
JPM vs CDNS
+70.8%
+83.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.3% | -6.5% | +4.2% | -1.0% |
| 30D | -2.3% | -13.0% | +10.7% | +0.3% |
| 3M | +14.9% | -26.0% | +40.9% | +21.6% |
| 6M | +23.6% | -2.8% | +26.5% | +22.5% |
| YTD | +11.3% | -8.8% | +20.1% | +11.3% |
| 1Y | +19.9% | -15.8% | +35.7% | +21.8% |
| 3Y | +162.6% | +19.7% | +142.9% | +135.8% |
| 5Y | +154.6% | +70.8% | +83.9% | +103.7% |
| All | +154.6% | +70.8% | +83.9% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling