+520.6%
CIEN vs JBL
+390.6%
+130.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | +0.8% |
| 7D | +5.4% | -1.0% | +6.4% | +6.1% |
| 30D | -13.7% | -15.1% | +1.4% | -3.3% |
| 3M | -23.0% | -14.0% | -9.0% | -14.2% |
| 6M | -0.8% | +20.6% | -21.4% | -9.2% |
| YTD | +43.1% | +32.9% | +10.2% | +24.1% |
| 1Y | +157.6% | +40.5% | +117.1% | +116.8% |
| 3Y | +593.8% | +183.7% | +410.1% | +289.4% |
| 5Y | +520.6% | +388.3% | +132.2% | +133.6% |
| All | +520.6% | +390.6% | +130.0% | +133.6% |
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