+590.9%
JPM vs CIEN
+1,531.8%
-941.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -0.1% |
| 7D | -0.7% | +8.9% | -9.6% | -2.4% |
| 30D | -2.5% | -19.1% | +16.6% | +1.1% |
| 3M | +14.1% | -21.5% | +35.6% | +17.7% |
| 6M | +25.1% | +2.8% | +22.3% | +18.9% |
| YTD | +12.1% | +49.5% | -37.3% | -3.7% |
| 1Y | +18.8% | +163.8% | -145.0% | -11.9% |
| 3Y | +163.4% | +615.8% | -452.4% | +43.6% |
| 5Y | +156.5% | +548.4% | -391.8% | +38.8% |
| All | +590.9% | +1,531.8% | -941.0% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling