+16.1%
JPM vs CIEN
+49.1%
-33.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.3% | +13.5% | +4.4% |
| 7D | +3.8% | -25.0% | +28.8% | +4.7% |
| 30D | +6.5% | -30.1% | +36.6% | +7.5% |
| 3M | -1.0% | -33.8% | +32.8% | +0.1% |
| 6M | +15.5% | -49.4% | +65.0% | +17.5% |
| YTD | +11.4% | +16.4% | -5.0% | +5.0% |
| 1Y | +16.1% | +48.9% | -32.8% | +4.0% |
| All | +16.1% | +49.1% | -33.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling