+1,431.9%
CIEN vs JCI
+338.7%
+1,093.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.1% |
| 7D | +5.4% | +0.4% | +5.0% | +5.1% |
| 30D | -13.7% | -7.7% | -5.9% | -9.4% |
| 3M | -23.0% | +2.8% | -25.8% | -24.1% |
| 6M | -0.8% | +7.2% | -8.1% | -3.9% |
| YTD | +43.1% | +20.0% | +23.1% | +29.4% |
| 1Y | +157.6% | +33.3% | +124.4% | +120.5% |
| 3Y | +593.8% | +161.3% | +432.5% | +318.7% |
| 5Y | +520.6% | +108.8% | +411.8% | +307.3% |
| All | +1,431.9% | +338.7% | +1,093.2% | +562.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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