+18.8%
JPM vs CIEN
+166.8%
-148.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | +0.5% |
| 7D | -0.7% | +8.9% | -9.6% | -1.1% |
| 30D | -2.5% | -19.1% | +16.6% | -1.5% |
| 3M | +14.1% | -21.5% | +35.6% | +14.9% |
| 6M | +25.1% | +2.8% | +22.3% | +21.7% |
| YTD | +12.1% | +49.5% | -37.3% | +4.7% |
| 1Y | +18.8% | +163.8% | -145.0% | +7.2% |
| All | +18.8% | +166.8% | -148.0% | +7.2% |
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