+543.5%
CIEN vs JAAA
+26.5%
+517.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.2% |
| 7D | +8.9% | +0.1% | +8.8% | +8.6% |
| 30D | -19.1% | +0.5% | -19.6% | -20.4% |
| 3M | -21.5% | +1.3% | -22.8% | -24.5% |
| 6M | +2.8% | +2.8% | 0.0% | -5.4% |
| YTD | +49.5% | +3.3% | +46.2% | +35.9% |
| 1Y | +163.8% | +4.9% | +158.9% | +130.2% |
| 3Y | +615.8% | +19.0% | +596.9% | +447.9% |
| All | +543.5% | +26.5% | +517.0% | +342.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling