+162.6%
JPM vs CIEN
+609.5%
-447.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.8% | -2.1% |
| 7D | -0.4% | -5.3% | +4.9% | +0.1% |
| 30D | -1.1% | -17.2% | +16.1% | +0.6% |
| 3M | +14.1% | -26.9% | +41.0% | +17.1% |
| 6M | +23.3% | +16.0% | +7.3% | +16.7% |
| YTD | +11.3% | +45.9% | -34.7% | +0.7% |
| 1Y | +23.0% | +186.8% | -163.8% | -1.5% |
| 3Y | +162.6% | +607.8% | -445.2% | +76.6% |
| All | +162.6% | +609.5% | -447.0% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling