+1,500.5%
CIEN vs JBL
+1,558.3%
-57.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.0% | -0.6% | +1.6% |
| 7D | +8.9% | +2.4% | +6.5% | +7.4% |
| 30D | -19.1% | -13.1% | -6.0% | -12.2% |
| 3M | -21.5% | -15.6% | -5.9% | -12.9% |
| 6M | +2.8% | +24.6% | -21.7% | -6.4% |
| YTD | +49.5% | +39.6% | +9.9% | +28.8% |
| 1Y | +163.8% | +48.6% | +115.2% | +120.8% |
| 3Y | +615.8% | +197.3% | +418.6% | +316.8% |
| 5Y | +548.4% | +413.0% | +135.4% | +183.9% |
| All | +1,500.5% | +1,558.3% | -57.9% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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