+509.1%
CIEN vs JCI
+111.9%
+397.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.2% |
| 7D | -4.6% | +4.1% | -8.6% | -7.6% |
| 30D | -12.8% | -3.8% | -9.0% | -10.4% |
| 3M | -23.1% | -1.6% | -21.4% | -22.1% |
| 6M | +6.1% | +9.5% | -3.4% | +0.3% |
| YTD | +44.5% | +21.7% | +22.8% | +26.3% |
| 1Y | +176.6% | +37.1% | +139.5% | +124.2% |
| 3Y | +601.0% | +165.2% | +435.8% | +286.5% |
| 5Y | +509.1% | +110.3% | +398.8% | +253.9% |
| All | +509.1% | +111.9% | +397.2% | +253.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling