+677.8%
CIEN vs JAAA
+29.3%
+648.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | -15.2% | +0.2% | -15.4% | -15.6% |
| 30D | -21.5% | +0.5% | -22.0% | -22.7% |
| 3M | -40.1% | +1.3% | -41.3% | -42.3% |
| 6M | -6.6% | +2.7% | -9.2% | -13.4% |
| YTD | +37.3% | +3.2% | +34.1% | +25.6% |
| 1Y | +174.5% | +4.9% | +169.6% | +141.2% |
| 3Y | +562.3% | +19.0% | +543.3% | +408.7% |
| 5Y | +463.9% | +26.8% | +437.1% | +302.4% |
| All | +677.8% | +29.3% | +648.5% | +403.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling