+1,146.8%
CIEN vs JD
+31.5%
+1,115.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.8% |
| 7D | +15.3% | -4.1% | +19.4% | +16.0% |
| 30D | -22.0% | +4.6% | -26.6% | -22.9% |
| 3M | -36.6% | -4.7% | -31.9% | -36.4% |
| 6M | -51.5% | -17.4% | -34.1% | -50.1% |
| YTD | +20.0% | +0.7% | +19.2% | +18.4% |
| 1Y | +44.5% | -5.9% | +50.3% | +44.4% |
| 3Y | +539.0% | +18.9% | +520.2% | +488.4% |
| 5Y | +356.8% | -62.9% | +419.8% | +402.1% |
| All | +1,146.8% | +31.5% | +1,115.4% | +856.0% |
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