+174.5%
CIEN vs JAAA
+4.9%
+169.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.1% |
| 7D | -15.2% | +0.2% | -15.4% | -17.1% |
| 30D | -21.5% | +0.5% | -22.0% | -27.1% |
| 3M | -40.1% | +1.3% | -41.3% | -50.5% |
| 6M | -6.6% | +2.7% | -9.2% | -39.3% |
| YTD | +37.3% | +3.2% | +34.1% | -17.1% |
| 1Y | +174.5% | +4.9% | +169.6% | +34.3% |
| All | +174.5% | +4.9% | +169.7% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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