+147.9%
CIEN vs JCI
+920.4%
-772.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.1% |
| 7D | -15.2% | +3.8% | -19.0% | -17.0% |
| 30D | -21.5% | -5.7% | -15.8% | -19.2% |
| 3M | -40.1% | -1.4% | -38.7% | -39.5% |
| 6M | -6.6% | +4.1% | -10.7% | -7.4% |
| YTD | +37.3% | +21.7% | +15.5% | +25.0% |
| 1Y | +174.5% | +36.1% | +138.4% | +137.5% |
| 3Y | +562.3% | +154.4% | +407.8% | +321.4% |
| 5Y | +463.9% | +112.0% | +351.9% | +285.7% |
| 10Y | +1,302.4% | +322.2% | +980.1% | +549.1% |
| All | +147.9% | +920.4% | -772.5% | -48.9% |
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 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