+355.8%
CIEN vs JBL
+299.0%
+56.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.0% |
| 7D | +15.3% | +6.3% | +8.9% | +10.7% |
| 30D | -22.0% | -13.5% | -8.5% | -11.9% |
| 3M | -36.6% | -31.3% | -5.3% | -16.3% |
| 6M | -51.5% | -28.4% | -23.0% | -37.1% |
| YTD | +20.0% | +11.6% | +8.4% | +19.5% |
| 1Y | +44.5% | +26.1% | +18.3% | +34.9% |
| 3Y | +539.0% | +97.4% | +441.7% | +359.4% |
| All | +355.8% | +299.0% | +56.8% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling