+1,438.7%
CIEN vs JD
+18.8%
+1,420.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.7% |
| 7D | -5.3% | -0.8% | -4.5% | -5.2% |
| 30D | -17.2% | -16.0% | -1.2% | -14.7% |
| 3M | -26.9% | -3.2% | -23.7% | -26.8% |
| 6M | +16.0% | +6.1% | +10.0% | +14.0% |
| YTD | +45.9% | -0.1% | +46.0% | +44.8% |
| 1Y | +186.8% | -12.7% | +199.5% | +191.7% |
| 3Y | +607.8% | -6.3% | +614.1% | +584.1% |
| 5Y | +506.7% | -61.3% | +568.1% | +560.3% |
| 10Y | +1,438.7% | +17.6% | +1,421.1% | +1,104.9% |
| All | +1,438.7% | +18.8% | +1,420.0% | +1,104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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