+186.0%
CIEN vs JHX
+2,220.4%
-2,034.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | +5.4% | -4.9% | +10.2% | +6.9% |
| 30D | -13.7% | -9.3% | -4.4% | -11.2% |
| 3M | -23.0% | +28.1% | -51.1% | -29.2% |
| 6M | -0.8% | +35.2% | -36.0% | -10.9% |
| YTD | +43.1% | +35.9% | +7.2% | +27.6% |
| 1Y | +157.6% | +42.5% | +115.1% | +124.2% |
| 3Y | +593.8% | -4.5% | +598.3% | +529.6% |
| 5Y | +520.6% | -27.1% | +547.7% | +498.2% |
| 10Y | +1,444.6% | +104.2% | +1,340.4% | +891.1% |
| All | +186.0% | +2,220.4% | -2,034.4% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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