+386.4%
CIEN vs JCI
+108.1%
+278.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +6.7% |
| 7D | +8.7% | +2.9% | +5.8% | +7.2% |
| 30D | -26.9% | -6.9% | -20.0% | -20.9% |
| 3M | -23.6% | -6.3% | -17.3% | -17.5% |
| 6M | -49.1% | +2.6% | -51.7% | -48.6% |
| YTD | +26.6% | +21.8% | +4.8% | +13.6% |
| 1Y | +42.7% | +19.6% | +23.1% | +30.4% |
| 3Y | +570.8% | +194.9% | +375.9% | +256.7% |
| 5Y | +386.4% | +108.1% | +278.3% | +191.0% |
| All | +386.4% | +108.1% | +278.3% | +191.0% |
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