-57.8%
CIEN vs JD
-2.2%
-55.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.8% | +5.9% |
| 7D | -24.1% | +13.4% | -37.5% | -21.6% |
| 30D | -45.5% | +7.7% | -53.2% | -44.0% |
| 3M | -39.7% | -11.3% | -28.4% | -39.0% |
| 6M | -57.8% | -5.1% | -52.7% | -55.8% |
| All | -57.8% | -2.2% | -55.6% | -55.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling