+147.9%
CIEN vs JBHT
+9,875.6%
-9,727.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | -0.1% |
| 7D | -15.2% | +4.9% | -20.1% | -17.0% |
| 30D | -21.5% | +0.6% | -22.1% | -21.5% |
| 3M | -40.1% | -3.2% | -36.9% | -39.4% |
| 6M | -6.6% | +17.0% | -23.5% | -13.3% |
| YTD | +37.3% | +41.7% | -4.4% | +16.4% |
| 1Y | +174.5% | +90.0% | +84.6% | +100.7% |
| 3Y | +562.3% | +47.0% | +515.3% | +430.4% |
| 5Y | +463.9% | +58.3% | +405.6% | +327.3% |
| 10Y | +1,302.4% | +273.9% | +1,028.4% | +584.1% |
| All | +147.9% | +9,875.6% | -9,727.7% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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