+10,848.8%
JPM vs CDNS
+6,740.2%
+4,108.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.8% |
| 7D | +3.5% | +1.0% | +2.5% | +3.2% |
| 30D | +3.3% | -2.0% | +5.2% | +3.6% |
| 3M | -4.2% | -0.2% | -3.9% | -4.7% |
| 6M | +16.4% | -8.9% | +25.3% | +17.6% |
| YTD | +9.5% | +3.3% | +6.2% | +6.1% |
| 1Y | +14.0% | +2.2% | +11.8% | +10.7% |
| 3Y | +153.1% | +22.4% | +130.7% | +127.8% |
| 5Y | +134.9% | +78.0% | +56.9% | +87.7% |
| 10Y | +485.7% | +1,175.2% | -689.5% | +173.5% |
| All | +10,848.8% | +6,740.2% | +4,108.6% | +2,535.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling