+1,146.8%
CIEN vs JCI
+291.9%
+855.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.0% |
| 7D | +15.3% | +3.2% | +12.1% | +13.2% |
| 30D | -22.0% | -8.6% | -13.4% | -15.7% |
| 3M | -36.6% | -7.7% | -28.9% | -31.5% |
| 6M | -51.5% | -2.6% | -48.9% | -49.2% |
| YTD | +20.0% | +17.4% | +2.6% | +12.9% |
| 1Y | +44.5% | +16.9% | +27.5% | +36.8% |
| 3Y | +539.0% | +186.7% | +352.3% | +278.0% |
| 5Y | +356.8% | +95.4% | +261.5% | +218.6% |
| All | +1,146.8% | +291.9% | +855.0% | +461.1% |
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