+1,188.7%
CIEN vs JD
+31.7%
+1,157.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.5% | +13.2% | +11.1% |
| 7D | -5.3% | +7.9% | -13.2% | -6.8% |
| 30D | -40.1% | +4.8% | -44.9% | -40.8% |
| 3M | -34.7% | -13.9% | -20.8% | -33.2% |
| 6M | -50.9% | -5.8% | -45.1% | -50.7% |
| YTD | +15.2% | +2.4% | +12.8% | +13.4% |
| 1Y | +35.2% | -7.5% | +42.7% | +35.7% |
| 3Y | +522.6% | +20.9% | +501.7% | +472.0% |
| 5Y | +344.2% | -58.0% | +402.3% | +374.7% |
| 10Y | +1,188.7% | +28.9% | +1,159.8% | +927.2% |
| All | +1,188.7% | +31.7% | +1,157.0% | +927.2% |
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