+127.0%
CIEN vs JCI
+906.4%
-779.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.1% |
| 7D | +27.4% | +8.4% | +18.9% | +22.4% |
| 30D | -26.6% | -8.9% | -17.7% | -21.7% |
| 3M | -32.0% | -6.4% | -25.5% | -28.1% |
| 6M | -49.1% | +1.6% | -50.7% | -48.3% |
| YTD | +25.7% | +20.1% | +5.6% | +17.7% |
| 1Y | +40.3% | +17.2% | +23.1% | +33.6% |
| 3Y | +566.2% | +190.7% | +375.4% | +305.4% |
| 5Y | +378.7% | +99.9% | +278.9% | +244.9% |
| 10Y | +1,252.3% | +301.8% | +950.5% | +557.3% |
| All | +127.0% | +906.4% | -779.4% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling