+1,487.5%
CIEN vs JD
+48.3%
+1,439.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -15.2% | -1.7% | -13.5% | -14.9% |
| 30D | -21.5% | -13.2% | -8.3% | -19.5% |
| 3M | -40.1% | -3.2% | -36.9% | -40.0% |
| 6M | -6.6% | +15.2% | -21.8% | -9.7% |
| YTD | +37.3% | +2.0% | +35.3% | +35.6% |
| 1Y | +174.5% | -5.4% | +179.9% | +175.1% |
| 3Y | +562.3% | -9.1% | +571.4% | +542.9% |
| 5Y | +463.9% | -59.6% | +523.6% | +506.6% |
| 10Y | +1,302.4% | +26.2% | +1,276.1% | +952.1% |
| All | +1,487.5% | +48.3% | +1,439.2% | +993.8% |
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 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