+579.8%
CIEN vs JAAA
+30.3%
+549.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.7% |
| 7D | +15.3% | +0.1% | +15.2% | +14.9% |
| 30D | -22.0% | +0.4% | -22.4% | -22.9% |
| 3M | -36.6% | +1.2% | -37.8% | -38.8% |
| 6M | -51.5% | +2.3% | -53.8% | -54.6% |
| YTD | +20.0% | +4.0% | +16.0% | +7.3% |
| 1Y | +44.5% | +4.8% | +39.6% | +26.7% |
| 3Y | +539.0% | +18.4% | +520.6% | +385.0% |
| 5Y | +356.8% | +27.5% | +329.3% | +219.7% |
| All | +579.8% | +30.3% | +549.5% | +329.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling