+163.5%
CIEN vs JBL
+7,762.1%
-7,598.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +6.0% |
| 7D | -5.3% | +4.4% | -9.7% | -7.5% |
| 30D | -17.2% | -8.4% | -8.8% | -13.2% |
| 3M | -26.9% | -14.2% | -12.7% | -20.1% |
| 6M | +16.0% | +29.6% | -13.6% | +3.9% |
| YTD | +45.9% | +37.1% | +8.9% | +27.3% |
| 1Y | +186.8% | +49.5% | +137.3% | +140.1% |
| 3Y | +607.8% | +192.7% | +415.1% | +306.0% |
| 5Y | +506.7% | +411.3% | +95.4% | +157.6% |
| 10Y | +1,438.7% | +1,447.6% | -8.9% | +237.0% |
| All | +163.5% | +7,762.1% | -7,598.5% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling