+1,103.7%
CIEN vs JD
+52.8%
+1,051.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.8% | +5.1% |
| 7D | -24.1% | +13.4% | -37.5% | -26.1% |
| 30D | -45.5% | +7.7% | -53.2% | -46.4% |
| 3M | -39.7% | -11.3% | -28.4% | -38.6% |
| 6M | -57.8% | -5.1% | -52.7% | -57.7% |
| YTD | +4.1% | +5.0% | -1.0% | +1.9% |
| 1Y | +20.8% | -5.6% | +26.5% | +20.9% |
| 3Y | +463.1% | +17.8% | +445.4% | +418.0% |
| 5Y | +302.3% | -57.2% | +359.5% | +327.7% |
| 10Y | +1,164.4% | +34.8% | +1,129.6% | +833.2% |
| All | +1,103.7% | +52.8% | +1,051.0% | +722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling