+539.5%
CIEN vs JBLU
-60.6%
+600.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.1% |
| 7D | -4.6% | -5.6% | +1.0% | -3.1% |
| 30D | -12.8% | -22.3% | +9.5% | -7.0% |
| 3M | -23.1% | -11.0% | -12.1% | -21.8% |
| 6M | +6.1% | -3.1% | +9.2% | +3.8% |
| YTD | +44.5% | -3.7% | +48.3% | +39.8% |
| 1Y | +176.6% | -14.8% | +191.4% | +174.3% |
| 3Y | +601.0% | -15.4% | +616.4% | +498.0% |
| 5Y | +509.1% | -71.4% | +580.5% | +586.1% |
| 10Y | +1,460.5% | -73.0% | +1,533.5% | +1,418.5% |
| All | +539.5% | -60.6% | +600.1% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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