+152.5%
JPM vs CIEN
+500.1%
-347.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -0.4% | -4.6% | +4.1% | +0.1% |
| 30D | -1.4% | -12.8% | +11.4% | 0.0% |
| 3M | +13.9% | -23.1% | +37.0% | +16.9% |
| 6M | +23.5% | +6.1% | +17.4% | +17.6% |
| YTD | +11.6% | +44.5% | -32.9% | -0.8% |
| 1Y | +21.4% | +176.6% | -155.2% | -6.1% |
| 3Y | +163.4% | +601.0% | -437.5% | +58.9% |
| 5Y | +152.5% | +509.1% | -356.6% | +57.1% |
| All | +152.5% | +500.1% | -347.6% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling